10.60Open14.75Pre Close65 Volume272 Open Interest101.00Strike Price51.09KTurnover71.81%IV1.60%PremiumJul 26, 2024Expiry Date13.17Intrinsic Value100Multiplier1DDays to Expiry1.83Extrinsic Value100Contract SizeAmericanOptions Type0.9938Delta0.0035Gamma8.57Leverage Ratio-0.0245Theta0.0038Rho8.51Eff Leverage0.0012Vega