0.05Open0.07Pre Close11 Volume142 Open Interest580.00Strike Price55.00Turnover45.11%IV12.03%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0067Delta0.0008Gamma10355.60Leverage Ratio-0.0397Theta0.0003Rho68.95Eff Leverage0.0097Vega