11.90Open11.00Pre Close72 Volume55 Open Interest1110.00Strike Price55.28KTurnover32.35%IV2.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry5.90Extrinsic Value100Contract SizeAmericanOptions Type-0.2770Delta0.0094Gamma182.25Leverage Ratio-1.7752Theta-0.0285Rho-50.49Eff Leverage0.3693Vega