27.68Open26.85Pre Close23 Volume73 Open Interest440.00Strike Price54.30KTurnover41.76%IV0.32%PremiumDec 20, 2024Expiry Date21.53Intrinsic Value100Multiplier3DDays to Expiry1.47Extrinsic Value100Contract SizeAmericanOptions Type0.8886Delta0.0102Gamma20.31Leverage Ratio-0.5435Theta0.0359Rho18.05Eff Leverage0.0843Vega