0.50Open0.11Pre Close1 Volume27 Open Interest86.00Strike Price50.00Turnover22.77%IV3.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1914Delta0.0837Gamma253.29Leverage Ratio-0.0452Theta-0.0041Rho-48.48Eff Leverage0.0390Vega