0.01Open0.03Pre Close53 Volume639 Open Interest6.50Strike Price53.00Turnover234.75%IV12.82%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0900Delta0.3271Gamma288.50Leverage Ratio-0.0802Theta0.0000Rho25.96Eff Leverage0.0003Vega