0.03Open0.05Pre Close27 Volume293 Open Interest7.50Strike Price47.00Turnover122.47%IV18.14%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0262Delta0.0630Gamma915.00Leverage Ratio-0.0080Theta0.0000Rho-24.00Eff Leverage0.0005Vega