11.90Open11.00Pre Close72 Volume55 Open Interest1110.00Strike Price55.28KTurnover32.74%IV2.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry5.90Extrinsic Value100Contract SizeAmericanOptions Type-0.2771Delta0.0094Gamma182.25Leverage Ratio-1.8222Theta-0.0278Rho-50.50Eff Leverage0.3648Vega