0.01Open0.03Pre Close44 Volume216 Open Interest98.00Strike Price55.00Turnover40.76%IV2.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0270Delta0.0641Gamma4803.50Leverage Ratio-0.1255Theta0.0000Rho129.81Eff Leverage0.0015Vega