0.04Open0.09Pre Close15 Volume153 Open Interest40.50Strike Price55.00Turnover21.99%IV3.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0860Delta0.1755Gamma1120.86Leverage Ratio-0.0169Theta0.0004Rho96.37Eff Leverage0.0064Vega