0.25Open0.30Pre Close2 Volume819 Open Interest7.00Strike Price55.00Turnover120.82%IV0.41%PremiumNov 15, 2024Expiry Date0.27Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7678Delta0.7801Gamma22.37Leverage Ratio-0.0841Theta0.0001Rho17.18Eff Leverage0.0010Vega