0.05Open0.78Pre Close11 Volume1 Open Interest825.00Strike Price55.00Turnover71.94%IV14.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0119Delta0.0007Gamma4103.20Leverage Ratio-0.1572Theta0.0006Rho48.81Eff Leverage0.0187Vega