0.03Open0.04Pre Close15 Volume137 Open Interest36.50Strike Price50.00Turnover37.82%IV3.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0792Delta0.1525Gamma1080.57Leverage Ratio-0.0321Theta-0.0001Rho-85.53Eff Leverage0.0038Vega