0.40Open0.65Pre Close2.60K Volume8.45K Open Interest7.00Strike Price55.35KTurnover157.41%IV1.31%PremiumOct 11, 2024Expiry Date0.11Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5773Delta0.8270Gamma27.56Leverage Ratio-0.1361Theta-0.0001Rho-15.91Eff Leverage0.0012Vega