0.01Open0.01Pre Close47 Volume20 Open Interest105.00Strike Price48.00Turnover97.83%IV32.48%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0071Delta0.0022Gamma3963.50Leverage Ratio-0.0136Theta0.0001Rho28.25Eff Leverage0.0018Vega