0.65Open0.40Pre Close714 Volume252 Open Interest5.50Strike Price52.11KTurnover326.23%IV9.02%PremiumNov 29, 2024Expiry Date0.60Intrinsic Value100Multiplier5DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.6781Delta0.1515Gamma4.98Leverage Ratio-0.0868Theta0.0004Rho3.38Eff Leverage0.0026Vega