0.10Open0.24Pre Close2.64K Volume3.96K Open Interest31.50Strike Price53.89KTurnover78.04%IV3.43%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.1943Delta0.2647Gamma277.91Leverage Ratio-0.2081Theta0.0001Rho53.99Eff Leverage0.0037Vega