0.11Open0.18Pre Close5 Volume391 Open Interest13.00Strike Price55.00Turnover33.96%IV5.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2224Delta0.3159Gamma109.21Leverage Ratio-0.0090Theta-0.0012Rho-24.29Eff Leverage0.0083Vega