0.05Open0.30Pre Close11 Volume15 Open Interest7.50Strike Price55.00Turnover40.80%IV4.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2317Delta0.8019Gamma144.00Leverage Ratio-0.0098Theta0.0003Rho33.36Eff Leverage0.0028Vega