0.15Open0.30Pre Close3 Volume370 Open Interest55.00Strike Price55.00Turnover105.76%IV43.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0710Delta0.0157Gamma153.92Leverage Ratio-0.0350Theta0.0011Rho10.93Eff Leverage0.0111Vega