0.05Open0.15Pre Close9 Volume108 Open Interest64.00Strike Price49.00Turnover30.89%IV3.24%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1100Delta0.1237Gamma775.88Leverage Ratio-0.0563Theta0.0004Rho85.38Eff Leverage0.0093Vega