0.05Open0.07Pre Close10 Volume2.60K Open Interest11.00Strike Price50.00Turnover73.69%IV32.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0779Delta0.0954Gamma166.20Leverage Ratio-0.0049Theta0.0004Rho12.95Eff Leverage0.0030Vega