0.05Open0.03Pre Close15 Volume530 Open Interest22.00Strike Price49.00Turnover24.84%IV9.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0620Delta0.1071Gamma669.33Leverage Ratio-0.0037Theta0.0006Rho41.52Eff Leverage0.0056Vega