0.15Open0.24Pre Close4 Volume132 Open Interest86.00Strike Price51.00Turnover28.77%IV4.96%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0586Delta0.0484Gamma1367.50Leverage Ratio-0.0330Theta0.0005Rho80.10Eff Leverage0.0098Vega