0.45Open0.10Pre Close3 Volume85 Open Interest172.50Strike Price55.00Turnover20.37%IV3.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0385Delta0.0257Gamma3330.80Leverage Ratio-0.0334Theta0.0006Rho128.32Eff Leverage0.0134Vega