0.03Open0.05Pre Close16 Volume253 Open Interest74.00Strike Price48.00Turnover11.26%IV1.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0756Delta0.1603Gamma2422.33Leverage Ratio-0.0140Theta0.0006Rho183.21Eff Leverage0.0112Vega