0.47Open0.05Pre Close1 Volume13 Open Interest467.50Strike Price47.00Turnover42.05%IV4.15%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.0737Delta0.0099Gamma1036.70Leverage Ratio-0.4257Theta-0.0016Rho-76.38Eff Leverage0.0469Vega