0.03Open0.21Pre Close16 Volume301 Open Interest95.00Strike Price48.00Turnover57.62%IV0.73%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1116Delta0.3431Gamma3189.00Leverage Ratio-1.4073Theta0.0000Rho-355.90Eff Leverage0.0018Vega