0.15Open0.20Pre Close4 Volume838 Open Interest62.50Strike Price54.00Turnover38.28%IV10.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0776Delta0.0381Gamma435.23Leverage Ratio-0.0243Theta0.0013Rho33.78Eff Leverage0.0145Vega