0.05Open0.04Pre Close10 Volume620 Open Interest45.00Strike Price50.00Turnover56.51%IV20.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0355Delta0.0213Gamma749.60Leverage Ratio-0.0125Theta0.0004Rho26.65Eff Leverage0.0051Vega