0.10Open0.15Pre Close6 Volume148 Open Interest2.00Strike Price55.00Turnover93.49%IV17.14%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3236Delta0.8998Gamma23.33Leverage Ratio-0.0034Theta0.0003Rho7.55Eff Leverage0.0015Vega