0.11Open0.10Pre Close5 Volume576 Open Interest7.00Strike Price55.00Turnover35.91%IV-0.28%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier5DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.6786Delta1.1684Gamma35.65Leverage Ratio-0.0115Theta0.0007Rho24.19Eff Leverage0.0031Vega