0.05Open0.12Pre Close11 Volume104 Open Interest19.50Strike Price55.00Turnover82.59%IV12.19%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0675Delta0.0668Gamma369.17Leverage Ratio-0.0280Theta-0.0002Rho-24.91Eff Leverage0.0031Vega