11.55Open6.75Pre Close51 Volume75 Open Interest167.50Strike Price54.97KTurnover113.15%IV1.95%PremiumAug 2, 2024Expiry Date7.56Intrinsic Value100Multiplier2DDays to Expiry3.41Extrinsic Value100Contract SizeAmericanOptions Type0.6999Delta0.0209Gamma15.91Leverage Ratio-1.2397Theta0.0079Rho11.14Eff Leverage0.0512Vega