0.24Open0.11Pre Close2.53K Volume478 Open Interest24.50Strike Price55.14KTurnover114.05%IV0.28%PremiumJul 19, 2024Expiry Date0.20Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6878Delta0.8469Gamma86.67Leverage Ratio-0.9415Theta0.0000Rho59.61Eff Leverage0.0013Vega