0.48Open0.62Pre Close1 Volume117 Open Interest34.00Strike Price48.00Turnover37.60%IV4.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.3321Delta0.1613Gamma69.22Leverage Ratio-0.0356Theta0.0035Rho22.99Eff Leverage0.0217Vega