0.55Open0.50Pre Close1 Volume35 Open Interest4.00Strike Price55.00Turnover71.63%IV6.06%PremiumNov 15, 2024Expiry Date0.29Intrinsic Value100Multiplier19DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.6977Delta0.4883Gamma9.53Leverage Ratio-0.0067Theta0.0014Rho6.65Eff Leverage0.0035Vega