0.03Open0.04Pre Close37 Volume357 Open Interest55.00Strike Price49.00Turnover224.16%IV4.50%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0207Delta0.0383Gamma5758.00Leverage Ratio-0.8037Theta0.0000Rho-119.10Eff Leverage0.0003Vega