0.25Open0.10Pre Close2 Volume37 Open Interest9.00Strike Price51.00Turnover36.08%IV2.24%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier12DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5200Delta0.6809Gamma34.38Leverage Ratio-0.0093Theta-0.0014Rho-17.88Eff Leverage0.0065Vega