0.05Open0.10Pre Close11 Volume11 Open Interest108.50Strike Price55.00Turnover12.39%IV0.44%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1786Delta0.5061Gamma2178.60Leverage Ratio-0.1243Theta-0.0003Rho-389.12Eff Leverage0.0108Vega