0.80Open0.90Pre Close400 Volume351 Open Interest28.00Strike Price55.26KTurnover31.68%IV2.54%PremiumAug 16, 2024Expiry Date0.38Intrinsic Value100Multiplier21DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.5998Delta0.1754Gamma25.23Leverage Ratio-0.0219Theta0.0095Rho15.13Eff Leverage0.0269Vega