0.05Open0.07Pre Close11 Volume142 Open Interest580.00Strike Price55.00Turnover44.60%IV12.03%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0067Delta0.0008Gamma10355.60Leverage Ratio-0.0393Theta0.0003Rho68.96Eff Leverage0.0098Vega