0.02Open0.03Pre Close24 Volume63 Open Interest43.50Strike Price49.00Turnover75.98%IV18.13%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0194Delta0.0163Gamma1842.00Leverage Ratio-0.0135Theta0.0001Rho35.69Eff Leverage0.0018Vega