0.27Open0.30Pre Close2 Volume599 Open Interest7.50Strike Price54.00Turnover50.16%IV7.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4223Delta0.4070Gamma26.25Leverage Ratio-0.0077Theta0.0020Rho11.09Eff Leverage0.0075Vega