0.05Open0.06Pre Close13 Volume2.57K Open Interest17.50Strike Price47.00Turnover24.94%IV3.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1018Delta0.3480Gamma724.80Leverage Ratio-0.0092Theta-0.0002Rho-73.76Eff Leverage0.0036Vega