0.20Open0.35Pre Close2 Volume20 Open Interest20.00Strike Price54.00Turnover109.56%IV4.31%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.3735Delta0.2766Gamma57.35Leverage Ratio-0.2102Theta0.0003Rho21.42Eff Leverage0.0047Vega