0.05Open0.07Pre Close9 Volume260 Open Interest49.50Strike Price47.00Turnover41.25%IV3.86%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1032Delta0.1246Gamma681.86Leverage Ratio-0.0564Theta0.0003Rho70.39Eff Leverage0.0063Vega