0.48Open0.55Pre Close1 Volume332 Open Interest25.00Strike Price48.00Turnover26.79%IV1.45%PremiumAug 16, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.5683Delta0.6554Gamma82.93Leverage Ratio-0.0417Theta-0.0011Rho-47.13Eff Leverage0.0088Vega