0.03Open0.05Pre Close10 Volume6.45K Open Interest17.50Strike Price47.00Turnover86.04%IV12.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1129Delta0.1348Gamma207.60Leverage Ratio-0.0318Theta0.0002Rho23.44Eff Leverage0.0032Vega