0.01Open0.01Pre Close46 Volume620 Open Interest50.00Strike Price47.00Turnover116.28%IV26.75%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0038Delta0.0014Gamma6825.00Leverage Ratio-0.0079Theta0.0000Rho-26.16Eff Leverage0.0008Vega