0.55Open2.05Pre Close1 Volume37 Open Interest77.50Strike Price55.00Turnover21.25%IV5.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1832Delta0.0605Gamma180.13Leverage Ratio-0.0230Theta-0.0088Rho-33.00Eff Leverage0.0548Vega