0.02Open0.04Pre Close24 Volume219 Open Interest28.50Strike Price53.00Turnover376.12%IV53.36%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0096Delta0.0079Gamma1859.00Leverage Ratio-0.0467Theta0.0000Rho17.84Eff Leverage0.0002Vega