0.09Open0.27Pre Close12 Volume113 Open Interest121.00Strike Price54.00Turnover44.46%IV4.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0305Delta0.0206Gamma3176.50Leverage Ratio-0.0400Theta-0.0001Rho-96.86Eff Leverage0.0052Vega