0.05Open0.03Pre Close11 Volume264 Open Interest7.50Strike Price55.00Turnover31.37%IV5.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2268Delta0.7705Gamma143.60Leverage Ratio-0.0056Theta0.0005Rho32.57Eff Leverage0.0038Vega