38.74Open34.63Pre Close13 Volume386 Open Interest810.00Strike Price55.11KTurnover60.84%IV0.16%PremiumDec 20, 2024Expiry Date45.29Intrinsic Value100Multiplier2DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8985Delta0.0053Gamma16.36Leverage Ratio-1.2278Theta-0.0318Rho-14.70Eff Leverage0.0989Vega