0.05Open0.05Pre Close11 Volume595 Open Interest110.00Strike Price55.00Turnover93.36%IV8.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0397Delta0.0180Gamma1348.80Leverage Ratio-0.2080Theta0.0001Rho53.59Eff Leverage0.0044Vega