0.05Open0.07Pre Close9 Volume260 Open Interest49.50Strike Price47.00Turnover45.28%IV3.86%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1032Delta0.1245Gamma681.86Leverage Ratio-0.0634Theta0.0002Rho70.35Eff Leverage0.0057Vega