0.50Open0.65Pre Close1 Volume92 Open Interest77.00Strike Price50.00Turnover16.56%IV1.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3528Delta0.1659Gamma144.78Leverage Ratio-0.0398Theta0.0083Rho51.08Eff Leverage0.0502Vega