0.06Open0.07Pre Close11.27K Volume29.72K Open Interest8.50Strike Price54.90KTurnover58.84%IV7.02%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1712Delta0.5028Gamma177.33Leverage Ratio-0.0153Theta0.0002Rho30.35Eff Leverage0.0022Vega