0.05Open0.07Pre Close10 Volume2.60K Open Interest11.00Strike Price50.00Turnover74.11%IV32.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0779Delta0.0954Gamma166.20Leverage Ratio-0.0050Theta0.0004Rho12.95Eff Leverage0.0030Vega