11.55Open6.75Pre Close51 Volume75 Open Interest167.50Strike Price54.97KTurnover112.05%IV1.75%PremiumAug 2, 2024Expiry Date7.91Intrinsic Value100Multiplier2DDays to Expiry3.06Extrinsic Value100Contract SizeAmericanOptions Type0.7005Delta0.0211Gamma15.73Leverage Ratio-1.2281Theta0.0079Rho11.02Eff Leverage0.0511Vega