0.03Open0.13Pre Close20 Volume2.09K Open Interest29.00Strike Price55.00Turnover32.08%IV4.65%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0955Delta0.1875Gamma694.00Leverage Ratio-0.0193Theta0.0003Rho66.28Eff Leverage0.0048Vega