0.33Open0.35Pre Close3.83K Volume1.01K Open Interest12.50Strike Price54.42KTurnover6632.54%IV0.08%PremiumNov 29, 2024Expiry Date0.27Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8454Delta0.9497Gamma43.68Leverage Ratio-855.3186Theta0.0000Rho-36.93Eff Leverage0.0000Vega