0.01Open0.04Pre Close48 Volume516 Open Interest41.50Strike Price48.00Turnover72.44%IV5.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0216Delta0.0418Gamma4392.00Leverage Ratio-0.0534Theta0.0000Rho-94.92Eff Leverage0.0009Vega