0.05Open0.05Pre Close11 Volume6 Open Interest705.00Strike Price55.00Turnover696.11%IV17.81%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0027Delta0.0001Gamma17154.40Leverage Ratio-5.5564Theta0.0000Rho-45.95Eff Leverage0.0007Vega