0.27Open0.02Pre Close20 Volume790 Open Interest27.00Strike Price55.00Turnover111.78%IV10.92%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0222Delta0.0428Gamma2435.00Leverage Ratio-0.0400Theta0.0000Rho53.96Eff Leverage0.0006Vega