0.55Open0.70Pre Close1 Volume11 Open Interest79.00Strike Price55.00Turnover20.99%IV1.13%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3730Delta0.3281Gamma264.50Leverage Ratio-0.1438Theta-0.0013Rho-98.66Eff Leverage0.0208Vega