11.53Open12.55Pre Close49 Volume1.36K Open Interest81.00Strike Price54.47KTurnover139.78%IV0.28%PremiumDec 20, 2024Expiry Date11.04Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8723Delta0.0191Gamma7.80Leverage Ratio-0.4254Theta0.0050Rho6.80Eff Leverage0.0164Vega