0.16Open0.15Pre Close4 Volume454 Open Interest3.75Strike Price54.00Turnover32.43%IV0.82%PremiumDec 20, 2024Expiry Date0.08Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6784Delta2.2764Gamma33.36Leverage Ratio-0.0042Theta-0.0004Rho-22.64Eff Leverage0.0018Vega