0.11Open0.18Pre Close5 Volume391 Open Interest13.00Strike Price55.00Turnover37.26%IV5.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2369Delta0.2974Gamma90.97Leverage Ratio-0.0103Theta-0.0013Rho-21.55Eff Leverage0.0086Vega