0.20Open0.15Pre Close3 Volume360 Open Interest27.00Strike Price47.00Turnover63.44%IV1.46%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2520Delta0.6811Gamma381.14Leverage Ratio-0.2717Theta0.0001Rho96.05Eff Leverage0.0024Vega