0.05Open0.03Pre Close15 Volume530 Open Interest22.00Strike Price49.00Turnover24.38%IV9.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0621Delta0.1072Gamma669.33Leverage Ratio-0.0036Theta0.0007Rho41.54Eff Leverage0.0057Vega