0.06Open0.11Pre Close11 Volume113 Open Interest83.00Strike Price50.00Turnover14.70%IV2.96%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0791Gamma3225.80Leverage Ratio-0.0136Theta0.0004Rho154.79Eff Leverage0.0086Vega