0.01Open0.06Pre Close14 Volume793 Open Interest44.00Strike Price47.00Turnover88.26%IV6.04%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0564Delta0.0768Gamma1187.43Leverage Ratio-0.1359Theta0.0000Rho66.94Eff Leverage0.0019Vega