0.05Open0.10Pre Close11 Volume11 Open Interest108.50Strike Price55.00Turnover11.07%IV0.45%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1853Delta0.5428Gamma2178.70Leverage Ratio-0.1059Theta-0.0003Rho-403.76Eff Leverage0.0119Vega