0.15Open0.20Pre Close4 Volume842 Open Interest62.50Strike Price54.00Turnover36.17%IV11.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0843Delta0.0387Gamma563.80Leverage Ratio-0.0222Theta0.0018Rho47.52Eff Leverage0.0171Vega