0.37Open0.69Pre Close1.13K Volume733 Open Interest24.50Strike Price55.80KTurnover53.75%IV1.58%PremiumDec 6, 2024Expiry Date0.17Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5738Delta0.3619Gamma46.99Leverage Ratio-0.0999Theta0.0009Rho26.96Eff Leverage0.0079Vega