0.03Open0.10Pre Close29 Volume43 Open Interest232.50Strike Price51.00Turnover124.01%IV14.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0058Delta0.0015Gamma10122.50Leverage Ratio-0.1121Theta0.0000Rho58.51Eff Leverage0.0015Vega