0.10Open0.15Pre Close5 Volume79 Open Interest1.50Strike Price51.00Turnover86.95%IV5.92%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier5DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5734Delta2.4310Gamma20.27Leverage Ratio-0.0062Theta0.0001Rho11.62Eff Leverage0.0007Vega