0.02Open0.10Pre Close20 Volume16 Open Interest149.00Strike Price55.00Turnover87.74%IV16.92%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0027Delta0.0007Gamma17934.00Leverage Ratio-0.0098Theta0.0000Rho-48.50Eff Leverage0.0012Vega