0.30Open0.24Pre Close2 Volume281 Open Interest1.00Strike Price55.00Turnover84.95%IV1.63%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier21DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8716Delta0.8406Gamma4.92Leverage Ratio-0.0014Theta0.0005Rho4.29Eff Leverage0.0006Vega