0.03Open0.05Pre Close18 Volume1.95K Open Interest77.50Strike Price54.00Turnover71.52%IV8.20%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0500Delta0.0232Gamma888.32Leverage Ratio-0.0837Theta-0.0002Rho-44.44Eff Leverage0.0064Vega