0.09Open0.05Pre Close4 Volume106 Open Interest13.00Strike Price48.00Turnover716.89%IV11.27%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.1970Delta0.2224Gamma90.77Leverage Ratio-2.1946Theta0.0000Rho17.88Eff Leverage0.0005Vega