0.05Open0.70Pre Close10 Volume177 Open Interest11.00Strike Price50.00Turnover53.72%IV3.85%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2121Delta0.6849Gamma212.80Leverage Ratio-0.0316Theta0.0001Rho45.14Eff Leverage0.0023Vega