0.05Open0.10Pre Close11 Volume11 Open Interest108.50Strike Price55.00Turnover11.45%IV0.43%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1798Delta0.5127Gamma2178.35Leverage Ratio-0.1072Theta-0.0003Rho-391.70Eff Leverage0.0117Vega