107.49Open115.81Pre Close5 Volume91 Open Interest515.00Strike Price53.72KTurnover6988.71%IV0.34%PremiumDec 13, 2024Expiry Date105.35Intrinsic Value100Multiplier-1DDays to Expiry2.08Extrinsic Value100Contract SizeAmericanOptions Type0.9919Delta0.0005Gamma5.88Leverage Ratio-1039.3750Theta0.0000Rho5.84Eff Leverage0.0002Vega