0.05Open0.03Pre Close26 Volume21 Open Interest1.50Strike Price55.00Turnover688.19%IV43.94%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0434Delta0.0942Gamma132.00Leverage Ratio-0.0200Theta0.0000Rho-5.73Eff Leverage0.0001Vega