0.15Open0.20Pre Close4 Volume842 Open Interest62.50Strike Price54.00Turnover39.38%IV10.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0852Delta0.0395Gamma377.20Leverage Ratio-0.0267Theta0.0015Rho32.12Eff Leverage0.0156Vega