0.09Open0.01Pre Close6 Volume362 Open Interest187.50Strike Price47.00Turnover28.43%IV5.31%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0239Delta0.0102Gamma3959.20Leverage Ratio-0.0344Theta-0.0004Rho-94.65Eff Leverage0.0109Vega