0.55Open0.60Pre Close1 Volume720 Open Interest17.00Strike Price55.00Turnover16.46%IV0.60%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier9DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8817Delta0.4363Gamma33.23Leverage Ratio-0.0067Theta0.0037Rho29.30Eff Leverage0.0055Vega