0.05Open0.03Pre Close11 Volume314 Open Interest20.50Strike Price51.00Turnover73.16%IV7.89%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0545Delta0.1255Gamma950.50Leverage Ratio-0.0197Theta0.0000Rho51.84Eff Leverage0.0013Vega