0.55Open0.69Pre Close1 Volume440 Open Interest37.00Strike Price55.00Turnover81.06%IV0.70%PremiumOct 4, 2024Expiry Date0.29Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.5915Delta0.2802Gamma52.52Leverage Ratio-0.3624Theta0.0004Rho31.07Eff Leverage0.0066Vega