5.50Open1.80Pre Close90 Volume259 Open Interest80.00Strike Price48.45KTurnover22.38%IV0.75%PremiumAug 16, 2024Expiry Date4.37Intrinsic Value100Multiplier24DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.8446Delta0.0492Gamma16.71Leverage Ratio-0.0336Theta0.0437Rho14.11Eff Leverage0.0517Vega