0.55Open0.55Pre Close1 Volume40 Open Interest14.00Strike Price55.00Turnover25.53%IV1.32%PremiumSep 20, 2024Expiry Date0.36Intrinsic Value100Multiplier26DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6770Delta0.3663Gamma22.98Leverage Ratio-0.0081Theta0.0065Rho15.56Eff Leverage0.0138Vega