0.55Open0.80Pre Close1 Volume421 Open Interest72.50Strike Price55.00Turnover22.43%IV1.93%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2783Delta0.2286Gamma260.62Leverage Ratio-0.0873Theta0.0016Rho72.54Eff Leverage0.0220Vega