4.60Open4.35Pre Close119 Volume882 Open Interest25.00Strike Price55.49KTurnover195.17%IV3.45%PremiumAug 9, 2024Expiry Date4.00Intrinsic Value100Multiplier3DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.7955Delta0.0508Gamma6.07Leverage Ratio-0.2295Theta0.0018Rho4.83Eff Leverage0.0081Vega