0.48Open0.42Pre Close1 Volume1 Open Interest14.00Strike Price48.00Turnover30.85%IV0.42%PremiumJan 17, 2025Expiry Date0.42Intrinsic Value100Multiplier6DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7854Delta0.5160Gamma28.84Leverage Ratio-0.0155Theta0.0018Rho22.65Eff Leverage0.0054Vega