0.24Open0.41Pre Close2 Volume135 Open Interest26.00Strike Price48.00Turnover88.04%IV7.19%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.2099Delta0.1654Gamma122.40Leverage Ratio-0.1076Theta0.0003Rho25.69Eff Leverage0.0057Vega