0.15Open0.14Pre Close1.98K Volume2.21K Open Interest56.00Strike Price55.40KTurnover34.09%IV0.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.2407Delta2.2022Gamma2795.00Leverage Ratio-1.1111Theta0.0000Rho672.66Eff Leverage0.0013Vega