0.48Open0.65Pre Close1 Volume139 Open Interest100.00Strike Price48.00Turnover33.22%IV2.70%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.3196Delta0.0853Gamma115.11Leverage Ratio-0.1316Theta0.0051Rho36.79Eff Leverage0.0451Vega