0.66Open0.63Pre Close1.27K Volume3.54K Open Interest8.00Strike Price55.84KTurnover67.05%IV0.58%PremiumAug 2, 2024Expiry Date0.28Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8095Delta0.6603Gamma22.07Leverage Ratio-0.0226Theta-0.0004Rho-17.87Eff Leverage0.0017Vega