0.05Open0.03Pre Close11 Volume2.42K Open Interest31.00Strike Price55.00Turnover66.14%IV11.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0631Delta0.0661Gamma558.00Leverage Ratio-0.0274Theta0.0002Rho35.20Eff Leverage0.0035Vega