0.15Open0.55Pre Close651 Volume4.14K Open Interest59.00Strike Price54.75KTurnover21.44%IV0.10%PremiumNov 29, 2024Expiry Date0.96Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8871Delta0.2359Gamma59.07Leverage Ratio-0.0491Theta0.0021Rho52.40Eff Leverage0.0073Vega