0.12Open0.10Pre Close6 Volume415 Open Interest67.50Strike Price51.00Turnover53.95%IV6.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0800Delta0.0529Gamma633.40Leverage Ratio-0.0723Theta0.0003Rho50.65Eff Leverage0.0077Vega