0.48Open1.21Pre Close1 Volume33 Open Interest79.50Strike Price48.00Turnover16.72%IV0.45%PremiumDec 6, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7395Delta1.1764Gamma454.97Leverage Ratio-0.2974Theta0.0003Rho336.46Eff Leverage0.0054Vega