34.35Open31.90Pre Close15 Volume149 Open Interest35.00Strike Price53.74KTurnover329.59%IV0.34%PremiumDec 6, 2024Expiry Date35.96Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9958Delta0.0006Gamma1.97Leverage Ratio-0.0303Theta0.0026Rho1.96Eff Leverage0.0008Vega