0.50Open1.29Pre Close1 Volume60 Open Interest79.00Strike Price50.00Turnover60.32%IV0.59%PremiumJul 26, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5125Delta0.1859Gamma90.32Leverage Ratio-0.5994Theta0.0008Rho46.29Eff Leverage0.0142Vega