0.54Open0.70Pre Close1 Volume718 Open Interest15.00Strike Price54.00Turnover77.82%IV1.90%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5970Delta0.3581Gamma26.52Leverage Ratio-0.0764Theta0.0007Rho15.83Eff Leverage0.0054Vega