0.05Open0.05Pre Close10 Volume1.12K Open Interest35.00Strike Price50.00Turnover22.16%IV9.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0666Delta0.0739Gamma642.40Leverage Ratio-0.0053Theta0.0013Rho42.78Eff Leverage0.0102Vega