0.05Open0.05Pre Close11 Volume167 Open Interest212.50Strike Price55.00Turnover70.89%IV6.37%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0224Delta0.0088Gamma3996.40Leverage Ratio-0.2223Theta0.0001Rho89.33Eff Leverage0.0046Vega