0.03Open0.01Pre Close17 Volume129 Open Interest7.00Strike Price47.00Turnover59.03%IV8.84%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1052Delta0.4463Gamma322.50Leverage Ratio-0.0085Theta0.0001Rho33.93Eff Leverage0.0013Vega