0.61Open0.75Pre Close1.40K Volume5.59K Open Interest28.50Strike Price53.99KTurnover38.39%IV0.56%PremiumOct 11, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5796Delta0.7057Gamma99.58Leverage Ratio-0.1156Theta-0.0004Rho-57.72Eff Leverage0.0056Vega