0.48Open0.37Pre Close508 Volume229 Open Interest16.50Strike Price54.99KTurnover122.89%IV4.30%PremiumNov 1, 2024Expiry Date0.71Intrinsic Value100Multiplier4DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.6538Delta0.1667Gamma13.55Leverage Ratio-0.1098Theta0.0011Rho8.86Eff Leverage0.0066Vega