0.26Open0.04Pre Close3 Volume30 Open Interest89.00Strike Price53.00Turnover28.55%IV3.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0840Delta0.0797Gamma1222.73Leverage Ratio-0.0611Theta-0.0004Rho-102.67Eff Leverage0.0104Vega