47.35Open47.35Pre Close0 Volume20 Open Interest1125.00Strike Price0.00Turnover27.22%IV2.52%PremiumDec 27, 2024Expiry Date19.44Intrinsic Value100Multiplier2DDays to Expiry27.91Extrinsic Value100Contract SizeAmericanOptions Type-0.7671Delta0.0120Gamma48.92Leverage Ratio-1.4377Theta-0.0537Rho-37.52Eff Leverage0.2884Vega