0.05Open0.05Pre Close11 Volume0 Open Interest48.00Strike Price55.00Turnover98.83%IV45.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0239Delta0.0095Gamma662.40Leverage Ratio-0.0130Theta0.0002Rho15.82Eff Leverage0.0034Vega