0.55Open0.55Pre Close1 Volume0 Open Interest57.50Strike Price55.00Turnover57.82%IV10.21%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.1381Delta0.0544Gamma191.53Leverage Ratio-0.0690Theta0.0012Rho26.44Eff Leverage0.0155Vega