0.04Open0.04Pre Close21 Volume776 Open Interest26.50Strike Price55.00Turnover75.80%IV14.96%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0309Delta0.0409Gamma768.67Leverage Ratio-0.0136Theta0.0001Rho23.79Eff Leverage0.0016Vega