0.55Open1.40Pre Close1 Volume28 Open Interest18.00Strike Price55.00Turnover125.83%IV18.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1902Delta0.0576Gamma38.73Leverage Ratio-0.0567Theta-0.0013Rho-7.37Eff Leverage0.0102Vega