0.05Open0.03Pre Close18 Volume638 Open Interest11.50Strike Price51.00Turnover203.10%IV31.36%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0401Delta0.0663Gamma438.50Leverage Ratio-0.0185Theta0.0000Rho17.58Eff Leverage0.0006Vega