5.78Open5.15Pre Close134 Volume48 Open Interest492.50Strike Price55.30KTurnover19.92%IV0.72%PremiumOct 4, 2024Expiry Date1.30Intrinsic Value100Multiplier3DDays to Expiry3.58Extrinsic Value100Contract SizeAmericanOptions Type0.5667Delta0.0406Gamma105.63Leverage Ratio-0.6180Theta0.0267Rho59.86Eff Leverage0.1914Vega