0.42Open0.58Pre Close772 Volume889 Open Interest129.00Strike Price53.11KTurnover42.75%IV2.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.2367Delta0.0796Gamma237.92Leverage Ratio-0.3358Theta0.0015Rho56.31Eff Leverage0.0280Vega