0.33Open0.41Pre Close1.37K Volume4.16K Open Interest5.00Strike Price55.48KTurnover103.27%IV0.43%PremiumDec 6, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8697Delta0.6447Gamma10.95Leverage Ratio-0.0169Theta-0.0002Rho-9.52Eff Leverage0.0007Vega