0.71Open0.65Pre Close881 Volume519 Open Interest21.00Strike Price54.31KTurnover112.91%IV8.05%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.3503Delta0.1561Gamma37.61Leverage Ratio-0.1147Theta0.0007Rho13.18Eff Leverage0.0078Vega