0.03Open0.01Pre Close16 Volume701 Open Interest105.00Strike Price50.00Turnover235.57%IV15.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0107Delta0.0051Gamma4550.00Leverage Ratio-0.2835Theta0.0000Rho48.67Eff Leverage0.0007Vega