0.55Open2.17Pre Close1 Volume2 Open Interest125.00Strike Price55.00Turnover41.26%IV2.51%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.2239Delta0.0824Gamma268.74Leverage Ratio-0.3269Theta-0.0013Rho-60.16Eff Leverage0.0263Vega