0.04Open0.03Pre Close21 Volume804 Open Interest57.00Strike Price54.00Turnover48.47%IV11.68%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0208Delta0.0189Gamma2553.25Leverage Ratio-0.0128Theta0.0001Rho53.21Eff Leverage0.0027Vega