0.01Open0.05Pre Close26 Volume11 Open Interest149.00Strike Price47.00Turnover178.75%IV16.79%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0077Delta0.0026Gamma6380.00Leverage Ratio-0.1639Theta0.0000Rho48.98Eff Leverage0.0010Vega