0.20Open0.21Pre Close2 Volume8 Open Interest1.50Strike Price50.00Turnover62.12%IV1.41%PremiumAug 16, 2024Expiry Date0.28Intrinsic Value100Multiplier24DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8727Delta0.7229Gamma5.92Leverage Ratio-0.0014Theta0.0009Rho5.16Eff Leverage0.0010Vega