0.65Open0.95Pre Close829 Volume368 Open Interest11.00Strike Price49.87KTurnover108.27%IV3.76%PremiumJul 26, 2024Expiry Date0.18Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5785Delta0.2806Gamma17.20Leverage Ratio-0.0604Theta0.0008Rho9.95Eff Leverage0.0050Vega