12.95Open23.06Pre Close40 Volume702 Open Interest130.00Strike Price55.11KTurnover69.28%IV0.10%PremiumOct 11, 2024Expiry Date14.86Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9657Delta0.0087Gamma9.64Leverage Ratio-0.1073Theta0.0096Rho9.31Eff Leverage0.0096Vega