17.70Open10.30Pre Close47 Volume33 Open Interest887.50Strike Price55.81KTurnover50.72%IV3.04%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry6.50Extrinsic Value100Contract SizeAmericanOptions Type0.3202Delta0.0084Gamma96.95Leverage Ratio-2.4022Theta0.0250Rho31.04Eff Leverage0.2991Vega