0.55Open0.49Pre Close1 Volume160 Open Interest17.50Strike Price55.00Turnover38.13%IV1.35%PremiumSep 20, 2024Expiry Date0.31Intrinsic Value100Multiplier6DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6571Delta0.4286Gamma33.92Leverage Ratio-0.0297Theta0.0018Rho22.29Eff Leverage0.0083Vega