48.45Open46.20Pre Close9 Volume173 Open Interest93.00Strike Price43.61KTurnover177.16%IV0.66%PremiumNov 1, 2024Expiry Date47.52Intrinsic Value100Multiplier4DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.9906Delta0.0010Gamma2.95Leverage Ratio-0.0727Theta0.0098Rho2.92Eff Leverage0.0037Vega