0.05Open0.05Pre Close11 Volume254 Open Interest7.50Strike Price54.00Turnover72.60%IV30.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0889Delta0.1538Gamma144.00Leverage Ratio-0.0037Theta0.0003Rho12.80Eff Leverage0.0023Vega