0.24Open0.11Pre Close2.53K Volume478 Open Interest24.50Strike Price55.14KTurnover80.13%IV0.28%PremiumJul 19, 2024Expiry Date0.20Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6883Delta0.8475Gamma86.67Leverage Ratio-0.4663Theta0.0001Rho59.65Eff Leverage0.0018Vega