0.53Open0.25Pre Close1 Volume56 Open Interest27.50Strike Price53.00Turnover25.28%IV0.70%PremiumDec 6, 2024Expiry Date0.34Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6983Delta0.5416Gamma61.86Leverage Ratio-0.0416Theta0.0016Rho43.19Eff Leverage0.0089Vega