2.60Open2.95Pre Close738 Volume210 Open Interest600.00Strike Price54.76KTurnover13.66%IV0.20%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeEuropeanOptions Type0.3558Delta0.2270Gamma1687.69Leverage Ratio-2.1091Theta0.0009Rho600.43Eff Leverage0.0448Vega