0.85Open1.72Pre Close619 Volume2.11K Open Interest24.00Strike Price54.30KTurnover36.26%IV2.03%PremiumDec 20, 2024Expiry Date0.60Intrinsic Value100Multiplier20DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.6403Delta0.1774Gamma20.50Leverage Ratio-0.0213Theta0.0081Rho13.13Eff Leverage0.0218Vega