0.05Open0.15Pre Close11 Volume4 Open Interest419.00Strike Price55.00Turnover30.32%IV6.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0103Delta0.0022Gamma9936.67Leverage Ratio-0.0364Theta-0.0003Rho-102.49Eff Leverage0.0115Vega