5.40Open5.65Pre Close90 Volume213 Open Interest126.00Strike Price48.35KTurnover57.60%IV1.85%PremiumAug 2, 2024Expiry Date3.80Intrinsic Value100Multiplier4DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.6919Delta0.0427Gamma22.77Leverage Ratio-0.3544Theta0.0103Rho15.76Eff Leverage0.0504Vega