3.79Open4.80Pre Close56 Volume29 Open Interest2060.00Strike Price53.88KTurnover21.16%IV0.48%PremiumNov 29, 2024Expiry Date3.70Intrinsic Value100Multiplier2DDays to Expiry9.80Extrinsic Value100Contract SizeAmericanOptions Type-0.5611Delta0.0124Gamma150.10Leverage Ratio-3.5971Theta-0.0570Rho-84.21Eff Leverage0.5952Vega