0.06Open0.07Pre Close8 Volume314 Open Interest95.00Strike Price55.00Turnover36.68%IV7.54%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0276Delta0.0151Gamma2281.56Leverage Ratio-0.0247Theta-0.0003Rho-63.00Eff Leverage0.0073Vega