0.60Open0.60Pre Close791 Volume794 Open Interest6.00Strike Price47.36KTurnover296.45%IV9.24%PremiumNov 8, 2024Expiry Date0.05Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.4597Delta0.2534Gamma9.15Leverage Ratio-0.1192Theta-0.0003Rho-4.21Eff Leverage0.0021Vega