0.34Open0.02Pre Close7 Volume8 Open Interest10.50Strike Price47.00Turnover901.50%IV4.03%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1132Delta0.5347Gamma546.00Leverage Ratio-7.0114Theta0.0000Rho-61.79Eff Leverage0.0001Vega