53.55Open58.50Pre Close8 Volume11 Open Interest430.00Strike Price42.84KTurnover5152.18%IV0.11%PremiumNov 29, 2024Expiry Date53.02Intrinsic Value100Multiplier0DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.9530Delta0.0029Gamma9.12Leverage Ratio-2316.1821Theta0.0000Rho8.69Eff Leverage0.0007Vega