0.50Open1.82Pre Close1 Volume26 Open Interest19.50Strike Price50.00Turnover90.31%IV0.60%PremiumDec 6, 2024Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6236Delta0.4031Gamma34.57Leverage Ratio-0.2546Theta0.0003Rho21.56Eff Leverage0.0040Vega