0.27Open0.22Pre Close3.49K Volume3.88K Open Interest19.00Strike Price49.32KTurnover26.52%IV0.95%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4880Delta0.7931Gamma99.84Leverage Ratio-0.0308Theta0.0009Rho48.73Eff Leverage0.0076Vega