0.05Open0.10Pre Close8 Volume259 Open Interest23.20Strike Price53.00Turnover322.75%IV38.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0477Delta0.0084Gamma141.06Leverage Ratio-0.1489Theta-0.0002Rho-6.73Eff Leverage0.0036Vega