0.05Open0.15Pre Close11 Volume878 Open Interest230.00Strike Price49.00Turnover54.07%IV8.71%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0171Delta0.0051Gamma4232.20Leverage Ratio-0.0485Theta0.0002Rho72.33Eff Leverage0.0064Vega