0.03Open0.02Pre Close16 Volume2.10K Open Interest34.50Strike Price48.00Turnover81.83%IV11.28%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0800Delta0.0654Gamma387.88Leverage Ratio-0.0509Theta0.0002Rho31.02Eff Leverage0.0041Vega