0.05Open0.05Pre Close17 Volume170 Open Interest10.00Strike Price55.00Turnover151.06%IV45.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0388Delta0.0612Gamma344.50Leverage Ratio-0.0082Theta0.0000Rho13.38Eff Leverage0.0008Vega