0.55Open0.60Pre Close1 Volume195 Open Interest85.00Strike Price55.00Turnover32.52%IV11.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.1567Delta0.0344Gamma140.00Leverage Ratio-0.0308Theta0.0089Rho21.94Eff Leverage0.0515Vega