0.05Open0.04Pre Close11 Volume1.51K Open Interest8.00Strike Price55.00Turnover80.96%IV2.81%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2666Delta1.0873Gamma163.60Leverage Ratio-0.0661Theta0.0000Rho-43.62Eff Leverage0.0012Vega