0.15Open0.60Pre Close11 Volume174 Open Interest222.50Strike Price50.00Turnover70.85%IV9.92%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0108Delta0.0035Gamma6748.33Leverage Ratio-0.0300Theta0.0001Rho72.88Eff Leverage0.0033Vega