0.21Open0.24Pre Close3 Volume118 Open Interest88.00Strike Price49.00Turnover58.56%IV7.00%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0563Delta0.0314Gamma866.79Leverage Ratio-0.0736Theta0.0003Rho48.79Eff Leverage0.0070Vega