0.27Open0.35Pre Close2 Volume343 Open Interest105.00Strike Price48.00Turnover29.90%IV11.77%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.0455Delta0.0106Gamma678.69Leverage Ratio-0.0174Theta-0.0032Rho-30.90Eff Leverage0.0289Vega