15.80Open8.90Pre Close31 Volume171 Open Interest115.00Strike Price47.60KTurnover44.33%IV0.45%PremiumNov 15, 2024Expiry Date13.81Intrinsic Value100Multiplier15DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.8996Delta0.0151Gamma8.95Leverage Ratio-0.0788Theta0.0423Rho8.05Eff Leverage0.0462Vega