0.01Open0.06Pre Close55 Volume42 Open Interest152.50Strike Price55.00Turnover165.77%IV29.77%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0031Delta0.0009Gamma11752.00Leverage Ratio-0.0100Theta0.0000Rho36.27Eff Leverage0.0006Vega