0.11Open0.10Pre Close5 Volume245 Open Interest95.00Strike Price55.00Turnover171.68%IV32.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0119Delta0.0012Gamma1275.82Leverage Ratio-0.0743Theta-0.0002Rho-15.13Eff Leverage0.0046Vega