0.10Open0.09Pre Close6 Volume130 Open Interest60.00Strike Price48.00Turnover14.20%IV6.51%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier29DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0791Delta0.0649Gamma705.13Leverage Ratio-0.0062Theta0.0035Rho55.80Eff Leverage0.0235Vega