0.30Open0.40Pre Close2 Volume156 Open Interest3.50Strike Price55.00Turnover65.07%IV5.04%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier23DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.5868Delta0.6588Gamma12.98Leverage Ratio-0.0051Theta0.0012Rho7.62Eff Leverage0.0035Vega