0.05Open0.05Pre Close10 Volume56 Open Interest14.00Strike Price48.00Turnover90.73%IV6.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0879Delta0.2201Gamma497.33Leverage Ratio-0.0300Theta0.0000Rho-43.72Eff Leverage0.0013Vega