0.51Open0.47Pre Close1 Volume257 Open Interest7.50Strike Price51.00Turnover132.87%IV0.14%PremiumSep 27, 2024Expiry Date0.50Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7422Delta0.4696Gamma11.67Leverage Ratio-0.0582Theta-0.0003Rho-8.66Eff Leverage0.0017Vega