0.05Open0.10Pre Close10 Volume2.35K Open Interest13.00Strike Price50.00Turnover49.96%IV15.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0968Delta0.1497Gamma226.40Leverage Ratio-0.0066Theta0.0004Rho21.91Eff Leverage0.0039Vega