0.35Open0.32Pre Close1.30K Volume2.00K Open Interest23.50Strike Price55.94KTurnover80.85%IV3.95%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.4006Delta0.2470Gamma54.79Leverage Ratio-0.1315Theta0.0006Rho21.95Eff Leverage0.0075Vega