0.25Open0.24Pre Close2.19K Volume7.16K Open Interest76.00Strike Price55.88KTurnover25.53%IV1.65%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.3110Delta0.2253Gamma263.33Leverage Ratio-0.1266Theta0.0015Rho81.89Eff Leverage0.0217Vega