0.05Open0.07Pre Close11 Volume614 Open Interest4.00Strike Price55.00Turnover90.49%IV24.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0858Delta0.1356Gamma105.20Leverage Ratio-0.0041Theta-0.0003Rho-9.03Eff Leverage0.0020Vega