0.04Open0.05Pre Close10.01K Volume23.30K Open Interest11.50Strike Price47.67KTurnover30.59%IV2.80%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2550Delta0.8790Gamma204.27Leverage Ratio-0.0150Theta0.0003Rho52.08Eff Leverage0.0038Vega