3.79Open4.80Pre Close56 Volume29 Open Interest2060.00Strike Price53.88KTurnover20.06%IV0.41%PremiumNov 29, 2024Expiry Date5.00Intrinsic Value100Multiplier2DDays to Expiry8.50Extrinsic Value100Contract SizeAmericanOptions Type-0.5647Delta0.0130Gamma158.69Leverage Ratio-3.3914Theta-0.0572Rho-89.61Eff Leverage0.5946Vega