0.10Open0.06Pre Close1.46K Volume76 Open Interest8.50Strike Price47.87KTurnover134.80%IV7.32%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4174Delta0.3665Gamma27.33Leverage Ratio-0.0666Theta0.0003Rho11.41Eff Leverage0.0031Vega