0.11Open0.15Pre Close5 Volume216 Open Interest195.00Strike Price55.00Turnover36.64%IV10.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0242Delta0.0042Gamma1750.24Leverage Ratio-0.0345Theta-0.0013Rho-42.39Eff Leverage0.0208Vega