0.03Open0.05Pre Close16 Volume253 Open Interest74.00Strike Price48.00Turnover10.98%IV1.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0757Delta0.1606Gamma2422.33Leverage Ratio-0.0134Theta0.0007Rho183.38Eff Leverage0.0115Vega