0.05Open0.01Pre Close21 Volume1.30K Open Interest88.00Strike Price55.00Turnover42.64%IV2.03%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0475Delta0.0970Gamma4313.50Leverage Ratio-0.1716Theta0.0000Rho204.87Eff Leverage0.0024Vega