0.01Open0.02Pre Close55 Volume620 Open Interest24.50Strike Price55.00Turnover54.38%IV7.69%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0298Delta0.0771Gamma2276.00Leverage Ratio-0.0096Theta0.0000Rho67.87Eff Leverage0.0011Vega