0.05Open0.09Pre Close11 Volume113 Open Interest5.50Strike Price54.00Turnover177.85%IV28.54%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1115Delta0.2374Gamma107.75Leverage Ratio-0.0180Theta0.0000Rho12.01Eff Leverage0.0009Vega