0.15Open0.08Pre Close7 Volume587 Open Interest120.00Strike Price55.00Turnover23.37%IV6.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0349Delta0.0211Gamma2260.20Leverage Ratio-0.0187Theta0.0007Rho78.99Eff Leverage0.0121Vega