0.48Open0.57Pre Close1 Volume8.09K Open Interest5.00Strike Price48.00Turnover39.86%IV0.18%PremiumJan 17, 2025Expiry Date0.47Intrinsic Value100Multiplier20DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8473Delta0.4570Gamma10.42Leverage Ratio-0.0035Theta0.0023Rho8.83Eff Leverage0.0031Vega