0.03Open0.10Pre Close18 Volume213 Open Interest134.00Strike Price54.00Turnover31.73%IV6.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0215Delta0.0135Gamma4198.00Leverage Ratio-0.0222Theta0.0002Rho90.20Eff Leverage0.0062Vega