0.05Open0.04Pre Close11 Volume846 Open Interest55.00Strike Price55.00Turnover201.69%IV5.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0663Delta0.0739Gamma1044.80Leverage Ratio-1.0856Theta0.0000Rho69.28Eff Leverage0.0011Vega