0.09Open0.27Pre Close12 Volume115 Open Interest121.00Strike Price54.00Turnover37.70%IV4.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0305Delta0.0206Gamma3176.50Leverage Ratio-0.0383Theta-0.0002Rho-96.76Eff Leverage0.0061Vega