0.55Open0.80Pre Close1 Volume570 Open Interest3.50Strike Price55.00Turnover128.52%IV1.00%PremiumJan 17, 2025Expiry Date0.51Intrinsic Value100Multiplier9DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7825Delta0.3638Gamma6.42Leverage Ratio-0.0137Theta0.0006Rho5.02Eff Leverage0.0019Vega