0.48Open0.40Pre Close1 Volume2.41K Open Interest7.00Strike Price48.00Turnover42.68%IV0.46%PremiumAug 16, 2024Expiry Date0.45Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7132Delta0.5085Gamma11.91Leverage Ratio-0.0047Theta-0.0025Rho-8.49Eff Leverage0.0055Vega