0.55Open2.31Pre Close1 Volume8 Open Interest20.00Strike Price55.00Turnover100.85%IV23.67%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1428Delta0.0339Gamma46.33Leverage Ratio-0.0302Theta-0.0026Rho-6.62Eff Leverage0.0149Vega