0.25Open0.24Pre Close2.19K Volume7.16K Open Interest76.00Strike Price55.79KTurnover25.76%IV1.57%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2941Delta0.2178Gamma246.30Leverage Ratio-0.1232Theta0.0015Rho72.44Eff Leverage0.0212Vega