0.05Open0.03Pre Close20 Volume561 Open Interest23.50Strike Price51.00Turnover68.50%IV9.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0424Delta0.0637Gamma1031.60Leverage Ratio-0.0204Theta-0.0001Rho-43.75Eff Leverage0.0019Vega