0.01Open0.03Pre Close49 Volume820 Open Interest9.00Strike Price49.00Turnover196.42%IV34.68%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0373Delta0.0765Gamma446.00Leverage Ratio-0.0127Theta0.0000Rho16.64Eff Leverage0.0004Vega