0.01Open0.02Pre Close55 Volume620 Open Interest24.50Strike Price55.00Turnover44.00%IV7.69%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0772Gamma2276.00Leverage Ratio-0.0079Theta0.0001Rho67.94Eff Leverage0.0014Vega