0.20Open0.17Pre Close6 Volume67 Open Interest40.50Strike Price47.00Turnover55.16%IV6.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0962Delta0.1009Gamma509.07Leverage Ratio-0.0538Theta0.0002Rho48.96Eff Leverage0.0052Vega