5.78Open6.20Pre Close108 Volume379 Open Interest22.50Strike Price55.01KTurnover86.26%IV0.27%PremiumSep 13, 2024Expiry Date3.41Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9778Delta0.0320Gamma7.35Leverage Ratio-0.0159Theta0.0012Rho7.19Eff Leverage0.0010Vega