0.40Open0.65Pre Close2.60K Volume8.45K Open Interest7.00Strike Price55.35KTurnover167.86%IV1.31%PremiumOct 11, 2024Expiry Date0.11Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5774Delta0.8271Gamma27.56Leverage Ratio-0.1548Theta-0.0001Rho-15.91Eff Leverage0.0011Vega