0.11Open0.20Pre Close4 Volume353 Open Interest45.00Strike Price54.00Turnover23.28%IV6.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.1104Delta0.0688Gamma320.40Leverage Ratio-0.0112Theta-0.0029Rho-35.37Eff Leverage0.0222Vega