0.40Open0.55Pre Close4 Volume116 Open Interest217.50Strike Price53.00Turnover83.55%IV3.28%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0326Delta0.0185Gamma4212.70Leverage Ratio-0.7318Theta0.0000Rho137.35Eff Leverage0.0034Vega