0.48Open0.35Pre Close1 Volume79 Open Interest13.50Strike Price48.00Turnover82.98%IV1.85%PremiumAug 2, 2024Expiry Date0.24Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5569Delta0.3603Gamma23.07Leverage Ratio-0.0635Theta-0.0007Rho-12.85Eff Leverage0.0052Vega