0.05Open0.07Pre Close9 Volume260 Open Interest49.50Strike Price47.00Turnover38.12%IV3.75%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1082Delta0.1365Gamma682.57Leverage Ratio-0.0543Theta0.0003Rho73.83Eff Leverage0.0066Vega