18.65Open11.07Pre Close26 Volume49 Open Interest880.00Strike Price49.53KTurnover109.35%IV0.40%PremiumAug 2, 2024Expiry Date49.67Intrinsic Value100Multiplier0DDays to Expiry3.33Extrinsic Value100Contract SizeAmericanOptions Type-0.8895Delta0.0049Gamma16.08Leverage Ratio-5.3258Theta-0.0127Rho-14.31Eff Leverage0.0667Vega