0.03Open0.01Pre Close17 Volume349 Open Interest38.00Strike Price53.00Turnover68.91%IV17.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0437Delta0.0320Gamma649.80Leverage Ratio-0.0201Theta0.0002Rho28.39Eff Leverage0.0039Vega