0.24Open0.25Pre Close2 Volume177 Open Interest53.00Strike Price48.00Turnover13.63%IV2.05%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.2975Delta0.2573Gamma208.68Leverage Ratio-0.0200Theta0.0055Rho62.08Eff Leverage0.0342Vega