0.02Open0.01Pre Close30 Volume91 Open Interest16.00Strike Price51.00Turnover50.68%IV10.83%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0335Delta0.0963Gamma1444.50Leverage Ratio-0.0060Theta0.0001Rho48.37Eff Leverage0.0011Vega