0.55Open1.40Pre Close1 Volume29 Open Interest18.00Strike Price55.00Turnover127.79%IV18.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1999Delta0.0561Gamma34.08Leverage Ratio-0.0570Theta-0.0015Rho-6.81Eff Leverage0.0109Vega