48.91Open50.00Pre Close11 Volume10 Open Interest292.50Strike Price53.90KTurnover114.87%IV-0.71%PremiumDec 20, 2024Expiry Date51.46Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9338Delta0.0033Gamma6.52Leverage Ratio-0.6749Theta0.0256Rho6.09Eff Leverage0.0432Vega