0.05Open0.22Pre Close9 Volume373 Open Interest92.00Strike Price47.00Turnover19.36%IV3.18%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0648Delta0.0711Gamma1784.20Leverage Ratio-0.0265Theta0.0006Rho115.70Eff Leverage0.0116Vega