0.27Open0.21Pre Close2 Volume638 Open Interest105.00Strike Price53.00Turnover20.44%IV7.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1075Delta0.0339Gamma354.55Leverage Ratio-0.0195Theta0.0076Rho38.11Eff Leverage0.0493Vega