0.05Open0.08Pre Close11 Volume140 Open Interest37.00Strike Price55.00Turnover104.80%IV14.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0328Delta0.0194Gamma865.20Leverage Ratio-0.0404Theta-0.0001Rho-28.37Eff Leverage0.0026Vega