0.01Open0.03Pre Close30 Volume210 Open Interest39.00Strike Price55.00Turnover38.40%IV6.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0411Delta0.0724Gamma1839.50Leverage Ratio-0.0153Theta0.0001Rho75.55Eff Leverage0.0028Vega