0.05Open0.07Pre Close11 Volume243 Open Interest11.00Strike Price55.00Turnover1100.57%IV1.17%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3468Delta1.7345Gamma221.60Leverage Ratio-36.1333Theta0.0000Rho-76.86Eff Leverage0.0001Vega