0.03Open0.10Pre Close15 Volume52 Open Interest67.00Strike Price49.00Turnover40.53%IV6.11%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0933Delta0.0621Gamma1263.60Leverage Ratio-0.0528Theta0.0006Rho117.92Eff Leverage0.0110Vega