0.05Open0.06Pre Close12 Volume131 Open Interest26.50Strike Price51.00Turnover50.10%IV8.80%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0394Delta0.0552Gamma1161.40Leverage Ratio-0.0137Theta-0.0001Rho-45.78Eff Leverage0.0026Vega