0.09Open0.15Pre Close4 Volume268 Open Interest85.00Strike Price47.00Turnover21.03%IV8.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0881Delta0.0363Gamma448.11Leverage Ratio-0.0142Theta0.0048Rho39.48Eff Leverage0.0334Vega