0.03Open0.17Pre Close21 Volume302 Open Interest100.00Strike Price52.00Turnover48.49%IV4.42%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0225Delta0.0226Gamma5230.00Leverage Ratio-0.0734Theta0.0000Rho-117.71Eff Leverage0.0026Vega