0.04Open0.02Pre Close26 Volume201 Open Interest27.00Strike Price54.00Turnover47.31%IV8.29%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0350Delta0.0544Gamma1471.00Leverage Ratio-0.0120Theta-0.0001Rho-51.45Eff Leverage0.0023Vega