0.01Open0.03Pre Close49 Volume338 Open Interest5.00Strike Price52.00Turnover102.15%IV17.02%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0956Delta0.3647Gamma214.50Leverage Ratio-0.0091Theta0.0000Rho20.52Eff Leverage0.0008Vega