11.52Open11.09Pre Close42 Volume135 Open Interest182.50Strike Price53.82KTurnover59.85%IV0.38%PremiumDec 13, 2024Expiry Date13.86Intrinsic Value100Multiplier2DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.9680Delta0.0109Gamma12.11Leverage Ratio-0.0650Theta-0.0056Rho-11.72Eff Leverage0.0086Vega