21.60Open26.88Pre Close22 Volume42 Open Interest427.50Strike Price47.59KTurnover35.81%IV0.15%PremiumJul 19, 2024Expiry Date22.02Intrinsic Value100Multiplier3DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.9376Delta0.0082Gamma19.87Leverage Ratio-0.3119Theta0.0347Rho18.63Eff Leverage0.0514Vega