0.03Open0.02Pre Close8.55K Volume11.54K Open Interest31.00Strike Price48.85KTurnover30.51%IV2.75%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0654Delta0.2408Gamma2012.00Leverage Ratio-0.0150Theta0.0001Rho131.51Eff Leverage0.0022Vega