0.55Open1.05Pre Close1 Volume13 Open Interest287.50Strike Price55.00Turnover37.94%IV5.11%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.0960Delta0.0142Gamma549.82Leverage Ratio-0.2399Theta-0.0030Rho-52.78Eff Leverage0.0538Vega