0.12Open0.10Pre Close6 Volume415 Open Interest67.50Strike Price51.00Turnover48.04%IV6.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0502Delta0.0429Gamma1266.80Leverage Ratio-0.0413Theta0.0002Rho63.66Eff Leverage0.0052Vega