0.55Open0.65Pre Close1 Volume15 Open Interest67.00Strike Price55.00Turnover25.12%IV1.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.4023Delta0.1500Gamma91.37Leverage Ratio-0.0614Theta0.0062Rho36.75Eff Leverage0.0397Vega