0.55Open1.40Pre Close1 Volume29 Open Interest18.00Strike Price55.00Turnover121.12%IV18.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1998Delta0.0561Gamma34.08Leverage Ratio-0.0511Theta-0.0017Rho-6.81Eff Leverage0.0115Vega