0.15Open0.30Pre Close3 Volume370 Open Interest55.00Strike Price55.00Turnover90.03%IV40.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0505Delta0.0137Gamma261.83Leverage Ratio-0.0227Theta0.0009Rho13.23Eff Leverage0.0088Vega