0.05Open0.01Pre Close11 Volume115 Open Interest7.50Strike Price55.00Turnover353.93%IV354.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0999Delta0.1207Gamma33.20Leverage Ratio-0.0056Theta0.0001Rho3.32Eff Leverage0.0007Vega