0.05Open0.10Pre Close11 Volume351 Open Interest262.50Strike Price55.00Turnover33.77%IV7.42%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0172Delta0.0052Gamma4888.20Leverage Ratio-0.0365Theta0.0004Rho84.25Eff Leverage0.0103Vega