0.16Open0.20Pre Close3 Volume69 Open Interest1.00Strike Price53.00Turnover86.91%IV4.31%PremiumSep 20, 2024Expiry Date0.16Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7831Delta1.1159Gamma5.80Leverage Ratio-0.0017Theta0.0005Rho4.54Eff Leverage0.0009Vega