0.44Open0.62Pre Close898 Volume836 Open Interest58.00Strike Price55.75KTurnover24.61%IV0.34%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5363Delta0.8106Gamma322.50Leverage Ratio-0.2274Theta-0.0003Rho-172.96Eff Leverage0.0079Vega