0.07Open0.07Pre Close10.11K Volume20.93K Open Interest58.00Strike Price54.31KTurnover20.28%IV3.30%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0673Delta0.1092Gamma1605.00Leverage Ratio-0.0178Theta0.0004Rho108.05Eff Leverage0.0077Vega