11.53Open12.55Pre Close49 Volume1.36K Open Interest81.00Strike Price54.47KTurnover133.81%IV0.28%PremiumDec 20, 2024Expiry Date11.04Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8725Delta0.0191Gamma7.80Leverage Ratio-0.3925Theta0.0054Rho6.81Eff Leverage0.0170Vega