0.03Open0.02Pre Close45 Volume109 Open Interest27.50Strike Price47.00Turnover87.78%IV20.45%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0207Delta0.0245Gamma1522.67Leverage Ratio-0.0104Theta0.0000Rho31.45Eff Leverage0.0012Vega