0.43Open0.34Pre Close1.60K Volume3.86K Open Interest8.00Strike Price47.27KTurnover69.01%IV1.28%PremiumJul 19, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.6397Delta0.9194Gamma30.75Leverage Ratio-0.0409Theta-0.0003Rho-19.67Eff Leverage0.0022Vega