0.55Open1.40Pre Close1 Volume29 Open Interest18.00Strike Price55.00Turnover125.89%IV18.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1999Delta0.0561Gamma34.08Leverage Ratio-0.0553Theta-0.0016Rho-6.81Eff Leverage0.0111Vega