6.27Open6.80Pre Close90 Volume120 Open Interest30.00Strike Price55.70KTurnover145.70%IV0.28%PremiumJan 17, 2025Expiry Date6.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8585Delta0.0334Gamma5.50Leverage Ratio-0.1285Theta0.0040Rho4.72Eff Leverage0.0103Vega