0.15Open0.20Pre Close4 Volume842 Open Interest62.50Strike Price54.00Turnover34.18%IV11.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0628Delta0.0328Gamma561.80Leverage Ratio-0.0165Theta0.0013Rho35.27Eff Leverage0.0136Vega