20.45Open12.90Pre Close26 Volume113 Open Interest110.00Strike Price54.56KTurnover46.86%IV1.04%PremiumNov 15, 2024Expiry Date18.43Intrinsic Value100Multiplier15DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type0.9562Delta0.0077Gamma6.81Leverage Ratio-0.0494Theta0.0421Rho6.51Eff Leverage0.0240Vega