0.54Open0.70Pre Close1 Volume718 Open Interest15.00Strike Price54.00Turnover78.96%IV1.87%PremiumDec 20, 2024Expiry Date0.26Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6065Delta0.3494Gamma26.53Leverage Ratio-0.0769Theta0.0007Rho16.09Eff Leverage0.0054Vega