0.05Open0.03Pre Close11 Volume264 Open Interest7.50Strike Price55.00Turnover32.13%IV5.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2267Delta0.7697Gamma143.60Leverage Ratio-0.0058Theta0.0005Rho32.55Eff Leverage0.0037Vega