0.05Open0.04Pre Close23 Volume611 Open Interest900.00Strike Price51.00Turnover54.17%IV13.11%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0020Delta0.0002Gamma39783.50Leverage Ratio-0.0197Theta0.0001Rho81.38Eff Leverage0.0041Vega