0.40Open0.15Pre Close3 Volume5 Open Interest5.00Strike Price48.00Turnover129.37%IV57.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0976Delta0.1755Gamma79.88Leverage Ratio-0.0041Theta0.0002Rho7.79Eff Leverage0.0013Vega