0.05Open0.10Pre Close15 Volume920 Open Interest85.00Strike Price55.00Turnover57.03%IV17.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0163Delta0.0077Gamma2418.33Leverage Ratio-0.0153Theta0.0002Rho39.41Eff Leverage0.0038Vega