0.01Open0.02Pre Close55 Volume530 Open Interest6.50Strike Price55.00Turnover93.83%IV14.21%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0538Delta0.2413Gamma570.00Leverage Ratio-0.0075Theta0.0000Rho30.67Eff Leverage0.0005Vega