0.03Open0.06Pre Close18 Volume415 Open Interest29.00Strike Price48.00Turnover39.46%IV6.97%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0383Delta0.0649Gamma1557.50Leverage Ratio-0.0114Theta-0.0001Rho-59.69Eff Leverage0.0027Vega