0.88Open0.86Pre Close610 Volume6.84K Open Interest2.00Strike Price53.99KTurnover1089.07%IV4.39%PremiumDec 27, 2024Expiry Date0.86Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8912Delta0.4162Gamma1.30Leverage Ratio-0.0853Theta0.0000Rho-1.15Eff Leverage0.0001Vega