0.80Open0.70Pre Close359 Volume830 Open Interest111.00Strike Price53.81KTurnover20.96%IV0.19%PremiumJan 10, 2025Expiry Date1.24Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8000Delta0.1967Gamma79.25Leverage Ratio-0.1285Theta-0.0029Rho-63.40Eff Leverage0.0192Vega