0.10Open0.70Pre Close4 Volume7 Open Interest6.50Strike Price55.00Turnover2140.81%IV0.15%PremiumDec 27, 2024Expiry Date0.14Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7893Delta1.7412Gamma44.27Leverage Ratio-48.4949Theta0.0000Rho34.94Eff Leverage0.0000Vega