0.55Open0.65Pre Close1 Volume448 Open Interest35.00Strike Price55.00Turnover38.67%IV0.39%PremiumOct 4, 2024Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6460Delta0.3596Gamma53.21Leverage Ratio-0.0954Theta-0.0013Rho-34.37Eff Leverage0.0100Vega