0.20Open0.15Pre Close4.02K Volume8.18K Open Interest19.50Strike Price55.40KTurnover55.52%IV2.36%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.2516Delta0.5408Gamma220.89Leverage Ratio-0.0900Theta-0.0001Rho-55.57Eff Leverage0.0034Vega