0.02Open0.03Pre Close23 Volume86 Open Interest10.50Strike Price48.00Turnover113.38%IV24.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0481Delta0.0954Gamma424.00Leverage Ratio-0.0106Theta0.0000Rho20.39Eff Leverage0.0009Vega