0.05Open0.04Pre Close10 Volume403 Open Interest7.50Strike Price50.00Turnover299.28%IV96.61%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0807Delta0.0938Gamma76.80Leverage Ratio-0.0160Theta0.0001Rho6.20Eff Leverage0.0008Vega