0.55Open0.60Pre Close1 Volume24 Open Interest22.00Strike Price55.00Turnover21.75%IV0.65%PremiumDec 20, 2024Expiry Date0.41Intrinsic Value100Multiplier20DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6220Delta0.3538Gamma33.22Leverage Ratio-0.0091Theta-0.0062Rho-20.66Eff Leverage0.0192Vega