0.48Open0.36Pre Close2.53K Volume2.10K Open Interest17.00Strike Price49.55KTurnover50.37%IV0.24%PremiumJul 19, 2024Expiry Date0.05Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7171Delta3.9188Gamma260.77Leverage Ratio-0.3964Theta0.0000Rho-187.01Eff Leverage0.0006Vega