0.55Open3.10Pre Close1 Volume57 Open Interest65.00Strike Price55.00Turnover95.15%IV13.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.1648Delta0.0374Gamma104.91Leverage Ratio-0.1544Theta0.0013Rho17.29Eff Leverage0.0173Vega