0.03Open0.06Pre Close9 Volume417 Open Interest35.50Strike Price54.00Turnover48.74%IV2.30%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1560Delta0.3224Gamma578.83Leverage Ratio-0.1269Theta0.0001Rho90.32Eff Leverage0.0036Vega