0.05Open0.05Pre Close21 Volume228 Open Interest4.50Strike Price49.00Turnover165.74%IV30.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0788Delta0.2448Gamma173.50Leverage Ratio-0.0101Theta0.0000Rho13.68Eff Leverage0.0005Vega