7.53Open5.79Pre Close76 Volume771 Open Interest102.00Strike Price53.97KTurnover55.89%IV0.45%PremiumJan 17, 2025Expiry Date4.73Intrinsic Value100Multiplier2DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.8654Delta0.0470Gamma21.24Leverage Ratio-0.2272Theta0.0052Rho18.38Eff Leverage0.0179Vega