0.70Open0.80Pre Close698 Volume2.85K Open Interest6.00Strike Price47.55KTurnover191.87%IV20.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.4197Delta0.2276Gamma12.11Leverage Ratio-0.0336Theta0.0005Rho5.08Eff Leverage0.0035Vega