0.03Open0.06Pre Close22 Volume280 Open Interest116.00Strike Price54.00Turnover100.60%IV17.54%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0142Delta0.0051Gamma2820.29Leverage Ratio-0.0342Theta0.0001Rho40.13Eff Leverage0.0026Vega