0.15Open0.20Pre Close4 Volume842 Open Interest62.50Strike Price54.00Turnover37.85%IV10.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0852Delta0.0395Gamma377.20Leverage Ratio-0.0248Theta0.0016Rho32.14Eff Leverage0.0163Vega