0.30Open0.55Pre Close1.45K Volume571 Open Interest43.00Strike Price53.96KTurnover22.13%IV0.92%PremiumDec 6, 2024Expiry Date0.01Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5307Delta0.3906Gamma107.51Leverage Ratio-0.0546Theta0.0026Rho57.06Eff Leverage0.0183Vega