6.29Open6.40Pre Close90 Volume60 Open Interest6.50Strike Price55.92KTurnover534.66%IV0.24%PremiumDec 6, 2024Expiry Date6.12Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9833Delta0.0097Gamma2.05Leverage Ratio-0.0295Theta0.0003Rho2.02Eff Leverage0.0003Vega