0.03Open0.05Pre Close16 Volume199 Open Interest19.50Strike Price48.00Turnover310.87%IV52.34%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0306Delta0.0254Gamma427.33Leverage Ratio-0.0294Theta0.0000Rho13.06Eff Leverage0.0006Vega