0.15Open0.10Pre Close4 Volume31 Open Interest220.00Strike Price55.00Turnover54.36%IV27.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0072Delta0.0005Gamma3015.15Leverage Ratio-0.0172Theta-0.0011Rho-21.82Eff Leverage0.0149Vega