0.04Open0.05Pre Close10 Volume119 Open Interest85.00Strike Price49.00Turnover89.91%IV28.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0187Delta0.0060Gamma1327.60Leverage Ratio-0.0248Theta0.0002Rho24.76Eff Leverage0.0039Vega