0.60Open0.70Pre Close412 Volume294 Open Interest182.00Strike Price55.08KTurnover23.49%IV0.51%PremiumDec 27, 2024Expiry Date0.64Intrinsic Value100Multiplier2DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type0.5854Delta0.1169Gamma107.44Leverage Ratio-0.3495Theta0.0064Rho62.90Eff Leverage0.0553Vega