0.10Open0.15Pre Close4 Volume486 Open Interest80.00Strike Price48.00Turnover35.62%IV10.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0677Delta0.0293Gamma559.62Leverage Ratio-0.0265Theta0.0014Rho37.88Eff Leverage0.0164Vega