0.40Open0.55Pre Close4 Volume116 Open Interest217.50Strike Price53.00Turnover79.17%IV3.30%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0336Delta0.0197Gamma4212.00Leverage Ratio-0.7023Theta0.0000Rho141.71Eff Leverage0.0036Vega