0.05Open0.05Pre Close11 Volume288 Open Interest182.50Strike Price55.00Turnover721.32%IV3.00%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0427Delta0.0314Gamma3544.80Leverage Ratio-66.7794Theta0.0000Rho151.26Eff Leverage0.0004Vega