0.04Open0.04Pre Close16 Volume87 Open Interest12.00Strike Price49.00Turnover49.63%IV23.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0596Delta0.0966Gamma325.33Leverage Ratio-0.0031Theta0.0004Rho19.39Eff Leverage0.0029Vega