0.54Open0.50Pre Close1 Volume359 Open Interest15.00Strike Price54.00Turnover31.56%IV3.19%PremiumNov 15, 2024Expiry Date0.06Intrinsic Value100Multiplier23DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5496Delta0.3328Gamma28.69Leverage Ratio-0.0113Theta0.0049Rho15.77Eff Leverage0.0149Vega