0.11Open0.10Pre Close5 Volume77 Open Interest4.00Strike Price55.00Turnover753.89%IV47.07%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0614Delta0.0356Gamma66.82Leverage Ratio-0.1072Theta0.0000Rho-4.11Eff Leverage0.0005Vega