0.05Open0.05Pre Close9 Volume625 Open Interest270.00Strike Price49.00Turnover40.97%IV26.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0108Delta0.0014Gamma2848.93Leverage Ratio-0.0137Theta0.0013Rho30.67Eff Leverage0.0146Vega