0.27Open0.35Pre Close2 Volume343 Open Interest105.00Strike Price48.00Turnover30.51%IV11.77%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.0456Delta0.0106Gamma678.69Leverage Ratio-0.0181Theta-0.0030Rho-30.92Eff Leverage0.0284Vega