0.20Open0.06Pre Close8 Volume492 Open Interest16.00Strike Price55.00Turnover468.28%IV101.89%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0464Delta0.0326Gamma159.00Leverage Ratio-0.0431Theta0.0000Rho7.38Eff Leverage0.0006Vega