0.55Open1.00Pre Close1 Volume5 Open Interest105.00Strike Price55.00Turnover18.65%IV3.31%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1684Delta0.0707Gamma288.07Leverage Ratio-0.0372Theta-0.0051Rho-48.52Eff Leverage0.0480Vega