0.55Open0.24Pre Close1 Volume47 Open Interest19.00Strike Price55.00Turnover29.33%IV0.70%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier5DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7197Delta0.5029Gamma35.39Leverage Ratio-0.0193Theta-0.0018Rho-25.47Eff Leverage0.0078Vega