0.05Open0.05Pre Close11 Volume518 Open Interest7.00Strike Price55.00Turnover67.16%IV21.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0688Delta0.0861Gamma176.40Leverage Ratio-0.0041Theta-0.0004Rho-12.13Eff Leverage0.0030Vega