10.65Open1.45Pre Close46 Volume50 Open Interest105.00Strike Price49.18KTurnover36.46%IV4.34%PremiumAug 16, 2024Expiry Date8.30Intrinsic Value100Multiplier25DDays to Expiry4.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7898Delta0.0334Gamma10.63Leverage Ratio-0.0440Theta-0.0410Rho-8.39Eff Leverage0.0725Vega