0.40Open0.55Pre Close4 Volume116 Open Interest217.50Strike Price53.00Turnover165.53%IV3.44%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0347Delta0.0209Gamma4206.40Leverage Ratio-3.2679Theta0.0000Rho145.81Eff Leverage0.0017Vega