0.15Open0.35Pre Close3 Volume77 Open Interest87.50Strike Price49.00Turnover45.72%IV10.73%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0448Delta0.0143Gamma782.64Leverage Ratio-0.0363Theta-0.0009Rho-35.05Eff Leverage0.0137Vega