0.04Open0.04Pre Close19 Volume708 Open Interest9.00Strike Price49.00Turnover275.98%IV51.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0404Delta0.0656Gamma297.50Leverage Ratio-0.0170Theta0.0000Rho12.02Eff Leverage0.0004Vega