1.68Open1.71Pre Close513 Volume29 Open Interest94.00Strike Price48.59KTurnover25.05%IV0.17%PremiumAug 2, 2024Expiry Date0.79Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6612Delta0.2050Gamma80.01Leverage Ratio-0.1612Theta-0.0033Rho-52.90Eff Leverage0.0262Vega