0.05Open0.06Pre Close11 Volume2.18K Open Interest10.00Strike Price55.00Turnover48.71%IV14.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1488Delta0.2260Gamma116.93Leverage Ratio-0.0058Theta0.0007Rho17.40Eff Leverage0.0049Vega