0.05Open0.13Pre Close11 Volume520 Open Interest85.00Strike Price55.00Turnover80.32%IV16.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0253Delta0.0110Gamma1466.20Leverage Ratio-0.0386Theta0.0001Rho37.04Eff Leverage0.0039Vega