0.15Open0.15Pre Close4 Volume11 Open Interest146.00Strike Price55.00Turnover21.51%IV3.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0773Delta0.0500Gamma1417.30Leverage Ratio-0.0578Theta0.0010Rho109.56Eff Leverage0.0195Vega