53.96Open53.96Pre Close0 Volume7 Open Interest550.00Strike Price0.00Turnover37.72%IV0.16%PremiumNov 15, 2024Expiry Date53.01Intrinsic Value100Multiplier25DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.8446Delta0.0040Gamma10.10Leverage Ratio-0.3393Theta0.3068Rho8.53Eff Leverage0.3760Vega