6.35Open6.56Pre Close91 Volume557 Open Interest180.00Strike Price48.12KTurnover32.22%IV0.55%PremiumJul 12, 2024Expiry Date3.24Intrinsic Value100Multiplier3DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type0.7316Delta0.0592Gamma43.12Leverage Ratio-0.3173Theta0.0115Rho31.54Eff Leverage0.0569Vega