0.04Open0.07Pre Close14 Volume1.67K Open Interest43.00Strike Price47.00Turnover29.51%IV2.51%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0672Delta0.1907Gamma2097.75Leverage Ratio-0.0200Theta0.0001Rho140.98Eff Leverage0.0030Vega