0.05Open0.04Pre Close11 Volume165 Open Interest10.00Strike Price55.00Turnover46.62%IV9.06%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1323Delta0.3458Gamma184.30Leverage Ratio-0.0088Theta0.0002Rho24.38Eff Leverage0.0028Vega