0.50Open1.82Pre Close1 Volume26 Open Interest19.50Strike Price50.00Turnover93.06%IV0.35%PremiumDec 6, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6435Delta0.3818Gamma31.89Leverage Ratio-0.2445Theta0.0003Rho20.52Eff Leverage0.0039Vega