0.55Open0.55Pre Close1 Volume5 Open Interest1.00Strike Price55.00Turnover296.98%IV0.65%PremiumJan 17, 2025Expiry Date0.54Intrinsic Value100Multiplier7DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8933Delta0.2896Gamma2.68Leverage Ratio-0.0083Theta0.0002Rho2.39Eff Leverage0.0004Vega