0.20Open0.11Pre Close5 Volume14 Open Interest6.00Strike Price48.00Turnover104.89%IV6.30%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2719Delta0.7604Gamma81.57Leverage Ratio-0.0404Theta0.0001Rho22.18Eff Leverage0.0014Vega