0.11Open0.15Pre Close5 Volume216 Open Interest195.00Strike Price55.00Turnover35.51%IV11.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0206Delta0.0039Gamma2192.10Leverage Ratio-0.0292Theta-0.0011Rho-45.19Eff Leverage0.0180Vega