0.60Open0.65Pre Close932 Volume403 Open Interest29.50Strike Price47.32KTurnover35.61%IV0.03%PremiumDec 27, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7801Delta0.5034Gamma58.69Leverage Ratio-0.0779Theta0.0007Rho45.78Eff Leverage0.0049Vega