0.55Open0.65Pre Close1 Volume738 Open Interest27.50Strike Price55.00Turnover89.34%IV18.20%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2442Delta0.0723Gamma41.27Leverage Ratio-0.0456Theta0.0022Rho10.08Eff Leverage0.0152Vega