0.10Open0.05Pre Close6 Volume181 Open Interest40.00Strike Price49.00Turnover97.24%IV11.22%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0843Delta0.0579Gamma360.10Leverage Ratio-0.0800Theta0.0002Rho30.36Eff Leverage0.0042Vega