0.05Open0.03Pre Close11 Volume264 Open Interest7.50Strike Price55.00Turnover31.74%IV5.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2268Delta0.7701Gamma143.60Leverage Ratio-0.0057Theta0.0005Rho32.56Eff Leverage0.0037Vega