72.49Open46.66Pre Close7 Volume69 Open Interest640.00Strike Price55.78KTurnover42.70%IV0.34%PremiumJan 17, 2025Expiry Date75.28Intrinsic Value100Multiplier11DDays to Expiry1.91Extrinsic Value100Contract SizeAmericanOptions Type-0.9553Delta0.0030Gamma7.46Leverage Ratio-0.1300Theta-0.0859Rho-7.13Eff Leverage0.0900Vega