3.00Open3.35Pre Close163 Volume254 Open Interest113.00Strike Price55.28KTurnover47.88%IV1.25%PremiumJul 26, 2024Expiry Date1.25Intrinsic Value100Multiplier2DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type0.6113Delta0.0765Gamma42.24Leverage Ratio-0.3518Theta0.0056Rho25.82Eff Leverage0.0401Vega