0.05Open0.05Pre Close10 Volume648 Open Interest35.00Strike Price50.00Turnover29.21%IV3.45%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1155Delta0.2168Gamma677.60Leverage Ratio-0.0276Theta0.0003Rho78.23Eff Leverage0.0060Vega