0.01Open0.03Pre Close47 Volume31 Open Interest48.00Strike Price47.00Turnover41.15%IV9.74%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0154Delta0.0209Gamma4375.00Leverage Ratio-0.0070Theta0.0001Rho67.38Eff Leverage0.0017Vega