0.27Open0.11Pre Close2 Volume15 Open Interest84.00Strike Price54.00Turnover33.74%IV3.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1710Delta0.0859Gamma315.20Leverage Ratio-0.0996Theta-0.0014Rho-53.91Eff Leverage0.0223Vega