0.47Open0.45Pre Close1 Volume309 Open Interest9.00Strike Price47.00Turnover38.51%IV1.95%PremiumDec 20, 2024Expiry Date0.30Intrinsic Value100Multiplier19DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6241Delta0.4951Gamma18.32Leverage Ratio-0.0070Theta-0.0027Rho-11.43Eff Leverage0.0076Vega