0.04Open0.02Pre Close16 Volume799 Open Interest30.50Strike Price53.00Turnover29.35%IV3.95%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0939Delta0.2077Gamma839.14Leverage Ratio-0.0196Theta0.0002Rho78.78Eff Leverage0.0046Vega