10.65Open1.45Pre Close46 Volume51 Open Interest105.00Strike Price49.18KTurnover36.77%IV4.34%PremiumAug 16, 2024Expiry Date8.30Intrinsic Value100Multiplier24DDays to Expiry4.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7902Delta0.0334Gamma10.63Leverage Ratio-0.0449Theta-0.0403Rho-8.40Eff Leverage0.0717Vega