0.05Open0.04Pre Close23 Volume611 Open Interest900.00Strike Price51.00Turnover60.85%IV13.11%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0020Delta0.0002Gamma39783.50Leverage Ratio-0.0200Theta0.0001Rho81.35Eff Leverage0.0036Vega