121.64Open91.30Pre Close4 Volume239 Open Interest545.00Strike Price48.57KTurnover116.66%IV3.12%PremiumSep 6, 2024Expiry Date107.30Intrinsic Value100Multiplier4DDays to Expiry13.67Extrinsic Value100Contract SizeAmericanOptions Type-0.9560Delta0.0018Gamma4.05Leverage Ratio-0.4691Theta-0.0403Rho-3.87Eff Leverage0.0434Vega