0.55Open0.65Pre Close1 Volume2 Open Interest18.00Strike Price55.00Turnover111.17%IV31.10%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2480Delta0.0776Gamma26.95Leverage Ratio-0.0267Theta0.0020Rho6.68Eff Leverage0.0116Vega