0.05Open0.75Pre Close11 Volume51 Open Interest54.00Strike Price55.00Turnover91.35%IV27.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0266Delta0.0120Gamma847.80Leverage Ratio-0.0218Theta0.0002Rho22.59Eff Leverage0.0035Vega