0.24Open0.60Pre Close2 Volume3 Open Interest107.00Strike Price48.00Turnover20.93%IV1.48%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.2355Delta0.1753Gamma440.33Leverage Ratio-0.1254Theta0.0016Rho103.69Eff Leverage0.0258Vega