0.03Open0.05Pre Close16 Volume267 Open Interest910.00Strike Price48.00Turnover241.18%IV41.52%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0015Delta0.0001Gamma21434.67Leverage Ratio-0.1738Theta0.0000Rho31.58Eff Leverage0.0015Vega