37.36Open40.23Pre Close15 Volume40 Open Interest425.00Strike Price55.79KTurnover99.66%IV0.02%PremiumJul 26, 2024Expiry Date36.42Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9939Delta0.0011Gamma12.63Leverage Ratio-0.3450Theta0.0047Rho12.56Eff Leverage0.0027Vega