0.01Open0.01Pre Close55 Volume939 Open Interest607.00Strike Price55.00Turnover72.12%IV2.49%PremiumJan 16, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0056Delta0.0028Gamma59227.00Leverage Ratio-0.6167Theta0.0000Rho331.08Eff Leverage0.0012Vega