0.03Open0.01Pre Close33 Volume179 Open Interest79.00Strike Price54.00Turnover21.93%IV0.08%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.3321Delta3.9603Gamma3948.00Leverage Ratio-1.6649Theta0.0000Rho1310.94Eff Leverage0.0015Vega