0.40Open0.23Pre Close2 Volume154 Open Interest120.00Strike Price53.00Turnover58.83%IV21.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0416Delta0.0083Gamma563.20Leverage Ratio-0.0367Theta0.0014Rho23.43Eff Leverage0.0163Vega