0.09Open0.11Pre Close6 Volume105 Open Interest1.50Strike Price53.00Turnover103.49%IV4.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.4259Delta2.5997Gamma30.40Leverage Ratio-0.0095Theta-0.0001Rho-12.95Eff Leverage0.0006Vega