54.78Open50.77Pre Close10 Volume989 Open Interest84.00Strike Price54.78KTurnover235.71%IV0.51%PremiumOct 18, 2024Expiry Date54.07Intrinsic Value100Multiplier4DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.9838Delta0.0012Gamma2.54Leverage Ratio-0.1475Theta0.0089Rho2.50Eff Leverage0.0058Vega