11.55Open6.75Pre Close51 Volume75 Open Interest167.50Strike Price54.97KTurnover111.41%IV2.05%PremiumAug 2, 2024Expiry Date7.39Intrinsic Value100Multiplier2DDays to Expiry3.58Extrinsic Value100Contract SizeAmericanOptions Type0.6977Delta0.0213Gamma16.12Leverage Ratio-1.2257Theta0.0078Rho11.25Eff Leverage0.0512Vega