0.55Open0.60Pre Close1 Volume93 Open Interest35.00Strike Price55.00Turnover17.15%IV0.69%PremiumOct 18, 2024Expiry Date0.31Intrinsic Value100Multiplier22DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5571Delta0.2811Gamma49.56Leverage Ratio-0.0112Theta-0.0094Rho-27.61Eff Leverage0.0332Vega