0.01Open0.03Pre Close47 Volume190 Open Interest295.00Strike Price47.00Turnover28.04%IV7.56%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0059Delta0.0021Gamma18284.67Leverage Ratio-0.0115Theta0.0002Rho107.12Eff Leverage0.0048Vega