0.53Open0.51Pre Close1 Volume713 Open Interest5.00Strike Price53.00Turnover76.65%IV3.46%PremiumDec 20, 2024Expiry Date0.37Intrinsic Value100Multiplier19DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6307Delta0.4611Gamma8.42Leverage Ratio-0.0076Theta-0.0016Rho-5.31Eff Leverage0.0040Vega