0.01Open0.02Pre Close49 Volume26 Open Interest27.50Strike Price49.00Turnover30.32%IV4.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0342Delta0.1033Gamma2879.00Leverage Ratio-0.0080Theta-0.0001Rho-98.47Eff Leverage0.0018Vega