0.55Open0.62Pre Close1 Volume234 Open Interest5.00Strike Price55.00Turnover77.28%IV5.31%PremiumJan 17, 2025Expiry Date0.27Intrinsic Value100Multiplier22DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6495Delta0.3663Gamma9.58Leverage Ratio-0.0088Theta0.0018Rho6.22Eff Leverage0.0049Vega