0.47Open0.40Pre Close1 Volume79 Open Interest13.00Strike Price47.00Turnover43.66%IV1.58%PremiumSep 6, 2024Expiry Date0.26Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6775Delta0.5818Gamma33.15Leverage Ratio-0.0293Theta0.0010Rho22.46Eff Leverage0.0051Vega