0.55Open0.65Pre Close1 Volume738 Open Interest27.50Strike Price55.00Turnover90.59%IV18.20%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2424Delta0.0712Gamma41.27Leverage Ratio-0.0459Theta0.0022Rho10.00Eff Leverage0.0151Vega