0.15Open0.16Pre Close3.02K Volume10.45K Open Interest4.50Strike Price53.92KTurnover89.83%IV1.15%PremiumDec 13, 2024Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6851Delta1.2483Gamma21.22Leverage Ratio-0.0287Theta-0.0002Rho-14.54Eff Leverage0.0011Vega