11.60Open3.77Pre Close40 Volume352 Open Interest105.00Strike Price55.12KTurnover244.83%IV0.38%PremiumDec 13, 2024Expiry Date12.85Intrinsic Value100Multiplier0DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9911Delta0.0041Gamma9.14Leverage Ratio-0.4264Theta0.0004Rho9.05Eff Leverage0.0006Vega