0.05Open0.07Pre Close11 Volume614 Open Interest4.00Strike Price55.00Turnover87.60%IV24.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0858Delta0.1355Gamma105.20Leverage Ratio-0.0039Theta-0.0003Rho-9.03Eff Leverage0.0021Vega