0.06Open0.10Pre Close5 Volume149 Open Interest60.00Strike Price54.00Turnover94.04%IV11.76%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0523Delta0.0202Gamma565.50Leverage Ratio-0.0907Theta-0.0002Rho-29.59Eff Leverage0.0060Vega