0.53Open0.74Pre Close1 Volume109 Open Interest139.00Strike Price53.00Turnover17.56%IV0.34%PremiumDec 27, 2024Expiry Date0.06Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.5862Delta0.2704Gamma233.71Leverage Ratio-0.3069Theta0.0028Rho137.01Eff Leverage0.0320Vega