0.55Open1.15Pre Close1 Volume131 Open Interest165.00Strike Price55.00Turnover50.11%IV5.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1789Delta0.0243Gamma162.04Leverage Ratio-0.2514Theta-0.0046Rho-29.00Eff Leverage0.0562Vega