0.05Open0.08Pre Close11 Volume403 Open Interest165.00Strike Price55.00Turnover53.90%IV9.91%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0175Delta0.0046Gamma1307.75Leverage Ratio-0.0452Theta-0.0003Rho-22.87Eff Leverage0.0075Vega