0.04Open0.06Pre Close17 Volume166 Open Interest56.00Strike Price55.00Turnover80.51%IV13.55%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0200Delta0.0104Gamma1849.43Leverage Ratio-0.0277Theta-0.0001Rho-36.93Eff Leverage0.0028Vega