0.02Open0.03Pre Close19 Volume103 Open Interest86.00Strike Price47.00Turnover49.25%IV9.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0208Delta0.0151Gamma3154.40Leverage Ratio-0.0212Theta0.0001Rho65.54Eff Leverage0.0034Vega