0.06Open0.35Pre Close9 Volume91 Open Interest45.00Strike Price54.00Turnover49.03%IV7.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0822Delta0.0743Gamma559.87Leverage Ratio-0.0396Theta0.0003Rho46.02Eff Leverage0.0063Vega