0.02Open0.04Pre Close42 Volume174 Open Interest187.50Strike Price55.00Turnover62.20%IV11.19%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0066Delta0.0026Gamma11242.67Leverage Ratio-0.0150Theta0.0001Rho73.78Eff Leverage0.0021Vega