0.55Open0.26Pre Close1 Volume21 Open Interest1.00Strike Price55.00Turnover116.06%IV6.90%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier27DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9104Delta0.3530Gamma3.05Leverage Ratio-0.0015Theta0.0006Rho2.78Eff Leverage0.0006Vega