0.55Open0.55Pre Close1 Volume53 Open Interest6.00Strike Price55.00Turnover89.03%IV0.08%PremiumDec 6, 2024Expiry Date0.55Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8639Delta0.4119Gamma11.38Leverage Ratio-0.0193Theta0.0004Rho9.83Eff Leverage0.0013Vega