0.35Open0.83Pre Close2 Volume305 Open Interest32.00Strike Price55.00Turnover85.34%IV3.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2381Delta0.2116Gamma155.03Leverage Ratio-0.1978Theta0.0002Rho36.92Eff Leverage0.0053Vega