0.27Open0.11Pre Close2 Volume15 Open Interest84.00Strike Price54.00Turnover34.19%IV3.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1711Delta0.0860Gamma315.20Leverage Ratio-0.1023Theta-0.0014Rho-53.92Eff Leverage0.0220Vega