0.55Open1.40Pre Close1 Volume29 Open Interest18.00Strike Price55.00Turnover132.12%IV18.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.2000Delta0.0562Gamma34.08Leverage Ratio-0.0610Theta-0.0014Rho-6.81Eff Leverage0.0106Vega