0.48Open1.21Pre Close1 Volume33 Open Interest79.50Strike Price48.00Turnover15.47%IV0.48%PremiumDec 6, 2024Expiry Date0.10Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6988Delta1.3752Gamma468.24Leverage Ratio-0.2979Theta0.0002Rho327.21Eff Leverage0.0057Vega