0.47Open0.62Pre Close1 Volume25 Open Interest5.00Strike Price47.00Turnover80.19%IV1.52%PremiumNov 29, 2024Expiry Date0.40Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8355Delta0.6558Gamma10.11Leverage Ratio-0.0115Theta-0.0004Rho-8.45Eff Leverage0.0012Vega