0.10Open0.12Pre Close6 Volume708 Open Interest15.00Strike Price55.00Turnover145.04%IV73.59%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0965Delta0.0537Gamma69.36Leverage Ratio-0.0116Theta0.0005Rho6.69Eff Leverage0.0037Vega