0.05Open0.05Pre Close8 Volume123 Open Interest37.00Strike Price55.00Turnover43.49%IV13.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0671Delta0.0494Gamma435.20Leverage Ratio-0.0135Theta0.0007Rho29.18Eff Leverage0.0078Vega