0.48Open1.21Pre Close1 Volume33 Open Interest79.50Strike Price48.00Turnover21.63%IV0.20%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier0DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7588Delta0.8328Gamma166.29Leverage Ratio-0.3513Theta0.0003Rho126.18Eff Leverage0.0054Vega