2.40Open2.15Pre Close230 Volume245 Open Interest29.00Strike Price48.94KTurnover59.16%IV6.50%PremiumNov 15, 2024Expiry Date0.06Intrinsic Value100Multiplier25DDays to Expiry1.89Extrinsic Value100Contract SizeAmericanOptions Type0.5492Delta0.0876Gamma15.71Leverage Ratio-0.0377Theta0.0097Rho8.63Eff Leverage0.0302Vega