0.03Open0.04Pre Close17 Volume1.15K Open Interest75.00Strike Price51.00Turnover58.76%IV13.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0209Delta0.0126Gamma2207.67Leverage Ratio-0.0204Theta0.0001Rho46.08Eff Leverage0.0034Vega