0.55Open0.73Pre Close1 Volume104 Open Interest6.00Strike Price55.00Turnover5656.98%IV0.37%PremiumOct 11, 2024Expiry Date0.53Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7670Delta0.4611Gamma9.60Leverage Ratio-60.5986Theta0.0000Rho-7.36Eff Leverage0.0000Vega