53.55Open58.50Pre Close8 Volume11 Open Interest430.00Strike Price42.84KTurnover4483.49%IV0.11%PremiumNov 29, 2024Expiry Date53.02Intrinsic Value100Multiplier0DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9659Delta0.0024Gamma9.12Leverage Ratio-1451.9417Theta0.0000Rho8.81Eff Leverage0.0005Vega