0.07Open0.07Pre Close9.69K Volume20.93K Open Interest58.00Strike Price53.03KTurnover19.44%IV3.15%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0695Delta0.1163Gamma1607.71Leverage Ratio-0.0176Theta0.0004Rho111.78Eff Leverage0.0079Vega