0.55Open1.55Pre Close1 Volume65 Open Interest31.00Strike Price55.00Turnover989.60%IV0.48%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier-2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9525Delta0.3896Gamma57.09Leverage Ratio-49.1701Theta0.0000Rho54.38Eff Leverage0.0000Vega