21.60Open26.88Pre Close22 Volume42 Open Interest427.50Strike Price47.59KTurnover36.38%IV0.15%PremiumJul 19, 2024Expiry Date22.02Intrinsic Value100Multiplier3DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.9371Delta0.0082Gamma19.87Leverage Ratio-0.3202Theta0.0337Rho18.62Eff Leverage0.0511Vega