0.09Open0.09Pre Close9 Volume2 Open Interest46.50Strike Price47.00Turnover30.16%IV4.72%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0903Delta0.1121Gamma741.00Leverage Ratio-0.0263Theta0.0005Rho66.91Eff Leverage0.0078Vega