0.05Open0.04Pre Close9 Volume909 Open Interest24.00Strike Price49.00Turnover74.56%IV6.07%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1602Delta0.2004Gamma227.20Leverage Ratio-0.0748Theta0.0002Rho36.39Eff Leverage0.0040Vega