0.08Open0.05Pre Close6 Volume99 Open Interest51.00Strike Price48.00Turnover110.11%IV19.68%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0467Delta0.0227Gamma609.86Leverage Ratio-0.0561Theta0.0002Rho28.48Eff Leverage0.0038Vega