0.25Open0.20Pre Close2 Volume696 Open Interest3.00Strike Price49.00Turnover121.25%IV1.78%PremiumDec 20, 2024Expiry Date0.19Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6508Delta0.9309Gamma10.22Leverage Ratio-0.0152Theta-0.0003Rho-6.65Eff Leverage0.0012Vega