0.15Open0.15Pre Close3 Volume575 Open Interest125.00Strike Price48.00Turnover47.83%IV10.90%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0525Delta0.0155Gamma752.27Leverage Ratio-0.0574Theta0.0010Rho39.51Eff Leverage0.0156Vega