0.07Open0.08Pre Close4.54K Volume5.01K Open Interest4.00Strike Price54.94KTurnover123.49%IV9.68%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2835Delta0.6983Gamma43.76Leverage Ratio-0.0205Theta0.0001Rho12.41Eff Leverage0.0013Vega