0.03Open0.05Pre Close14 Volume768 Open Interest66.00Strike Price52.00Turnover944.43%IV12.81%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0084Gamma2522.17Leverage Ratio-5.3401Theta0.0000Rho-41.80Eff Leverage0.0002Vega