0.11Open0.15Pre Close5 Volume216 Open Interest195.00Strike Price55.00Turnover35.88%IV11.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0206Delta0.0039Gamma2192.10Leverage Ratio-0.0297Theta-0.0011Rho-45.20Eff Leverage0.0178Vega