0.05Open0.03Pre Close11 Volume342 Open Interest1.50Strike Price55.00Turnover207.75%IV69.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2330Delta0.6609Gamma18.32Leverage Ratio-0.0032Theta0.0001Rho4.27Eff Leverage0.0007Vega