0.55Open0.55Pre Close1 Volume5 Open Interest1.00Strike Price55.00Turnover285.25%IV0.98%PremiumJan 17, 2025Expiry Date0.54Intrinsic Value100Multiplier7DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9009Delta0.2847Gamma2.67Leverage Ratio-0.0076Theta0.0002Rho2.40Eff Leverage0.0004Vega