0.12Open0.20Pre Close4 Volume94 Open Interest197.50Strike Price48.00Turnover57.41%IV6.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0361Delta0.0096Gamma1763.42Leverage Ratio-0.1161Theta-0.0003Rho-63.71Eff Leverage0.0114Vega