27.54Open37.11Pre Close20 Volume21 Open Interest547.50Strike Price55.08KTurnover385.30%IV-0.06%PremiumNov 1, 2024Expiry Date27.86Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9510Delta0.0060Gamma21.00Leverage Ratio-38.5771Theta0.0003Rho19.97Eff Leverage0.0044Vega