0.05Open0.05Pre Close11 Volume230 Open Interest36.00Strike Price55.00Turnover160.75%IV53.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0282Delta0.0130Gamma470.60Leverage Ratio-0.0224Theta0.0001Rho13.26Eff Leverage0.0020Vega