0.08Open0.14Pre Close8 Volume139 Open Interest124.00Strike Price47.00Turnover17.21%IV1.80%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0765Delta0.0984Gamma2437.20Leverage Ratio-0.0451Theta0.0005Rho186.45Eff Leverage0.0122Vega