0.05Open0.05Pre Close9 Volume749 Open Interest37.00Strike Price49.00Turnover22.23%IV6.71%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0997Delta0.1080Gamma463.07Leverage Ratio-0.0092Theta0.0015Rho46.15Eff Leverage0.0128Vega