0.05Open0.10Pre Close6 Volume42 Open Interest13.00Strike Price50.00Turnover23.60%IV1.15%PremiumSep 20, 2024Expiry Date0.10Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5957Delta0.8952Gamma58.22Leverage Ratio-0.0131Theta0.0015Rho34.68Eff Leverage0.0071Vega