38.74Open34.63Pre Close13 Volume386 Open Interest810.00Strike Price55.11KTurnover60.52%IV0.16%PremiumDec 20, 2024Expiry Date45.29Intrinsic Value100Multiplier2DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type-0.8984Delta0.0053Gamma16.36Leverage Ratio-1.2189Theta-0.0321Rho-14.70Eff Leverage0.0995Vega