0.11Open0.50Pre Close5 Volume4 Open Interest17.50Strike Price55.00Turnover56.07%IV18.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0792Delta0.0450Gamma171.20Leverage Ratio-0.0086Theta-0.0012Rho-13.55Eff Leverage0.0086Vega