0.83Open1.05Pre Close756 Volume3.91K Open Interest23.00Strike Price48.57KTurnover71.25%IV2.39%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.4949Delta0.2957Gamma46.00Leverage Ratio-0.1207Theta-0.0008Rho-22.77Eff Leverage0.0076Vega