0.26Open1.60Pre Close2 Volume12 Open Interest267.50Strike Price52.00Turnover21.74%IV1.17%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.3373Delta0.0598Gamma196.05Leverage Ratio-0.2958Theta0.0099Rho66.13Eff Leverage0.1027Vega