0.07Open0.05Pre Close13 Volume53 Open Interest107.00Strike Price53.00Turnover24.49%IV4.45%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0470Delta0.0378Gamma2049.40Leverage Ratio-0.0285Theta0.0005Rho96.31Eff Leverage0.0104Vega