0.03Open0.03Pre Close21 Volume0 Open Interest160.00Strike Price53.00Turnover81.89%IV12.40%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0062Delta0.0018Gamma9131.00Leverage Ratio-0.0200Theta0.0000Rho-56.88Eff Leverage0.0021Vega