0.60Open0.70Pre Close412 Volume294 Open Interest182.00Strike Price55.08KTurnover26.56%IV0.51%PremiumDec 27, 2024Expiry Date0.64Intrinsic Value100Multiplier2DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.5839Delta0.1165Gamma107.44Leverage Ratio-0.4631Theta0.0050Rho62.73Eff Leverage0.0492Vega