0.05Open0.07Pre Close11 Volume131 Open Interest8.50Strike Price55.00Turnover70.40%IV6.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1800Delta0.4970Gamma160.40Leverage Ratio-0.0216Theta0.0001Rho28.87Eff Leverage0.0020Vega