0.07Open0.12Pre Close5 Volume953 Open Interest4.00Strike Price47.00Turnover92.81%IV23.24%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2653Delta0.4091Gamma29.00Leverage Ratio-0.0055Theta0.0005Rho7.69Eff Leverage0.0028Vega