2.33Open2.65Pre Close230 Volume671 Open Interest45.00Strike Price55.24KTurnover71.62%IV11.80%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry1.90Extrinsic Value100Contract SizeAmericanOptions Type0.3948Delta0.0492Gamma21.24Leverage Ratio-0.0631Theta0.0099Rho8.39Eff Leverage0.0421Vega