0.78Open0.76Pre Close836 Volume32.66K Open Interest27.00Strike Price55.88KTurnover31.07%IV0.20%PremiumJul 19, 2024Expiry Date0.50Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8226Delta0.4659Gamma49.99Leverage Ratio-0.0486Theta0.0009Rho41.12Eff Leverage0.0047Vega