0.93Open1.05Pre Close795 Volume707 Open Interest222.50Strike Price55.87KTurnover83.88%IV11.62%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.0410Delta0.0048Gamma811.26Leverage Ratio-0.2323Theta-0.0007Rho-33.30Eff Leverage0.0190Vega