0.55Open0.50Pre Close1 Volume131 Open Interest35.00Strike Price55.00Turnover27.50%IV2.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3859Delta0.3829Gamma128.22Leverage Ratio-0.0511Theta-0.0014Rho-49.48Eff Leverage0.0139Vega