0.01Open0.03Pre Close47 Volume190 Open Interest295.00Strike Price47.00Turnover28.29%IV7.58%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0058Delta0.0020Gamma18282.33Leverage Ratio-0.0115Theta0.0002Rho106.34Eff Leverage0.0048Vega