11.53Open12.55Pre Close49 Volume1.36K Open Interest81.00Strike Price54.47KTurnover137.57%IV0.28%PremiumDec 20, 2024Expiry Date11.04Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8724Delta0.0191Gamma7.80Leverage Ratio-0.4131Theta0.0051Rho6.80Eff Leverage0.0166Vega