0.20Open0.25Pre Close3 Volume104 Open Interest400.00Strike Price55.00Turnover25.42%IV6.30%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0321Delta0.0060Gamma2509.60Leverage Ratio-0.0674Theta0.0019Rho80.63Eff Leverage0.0342Vega