0.03Open0.03Pre Close16 Volume825 Open Interest72.00Strike Price48.00Turnover44.83%IV9.78%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0233Delta0.0189Gamma2624.60Leverage Ratio-0.0175Theta0.0001Rho61.07Eff Leverage0.0036Vega