0.55Open0.75Pre Close1 Volume1.64K Open Interest17.50Strike Price55.00Turnover119.43%IV28.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2843Delta0.0796Gamma21.55Leverage Ratio-0.0311Theta0.0022Rho6.13Eff Leverage0.0121Vega