0.60Open0.70Pre Close412 Volume294 Open Interest182.00Strike Price55.08KTurnover26.90%IV0.51%PremiumDec 27, 2024Expiry Date0.64Intrinsic Value100Multiplier2DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.5838Delta0.1164Gamma107.44Leverage Ratio-0.4773Theta0.0049Rho62.72Eff Leverage0.0486Vega