0.04Open0.05Pre Close15 Volume136 Open Interest8.50Strike Price55.00Turnover68.22%IV8.53%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1154Delta0.2830Gamma231.50Leverage Ratio-0.0149Theta-0.0001Rho-26.72Eff Leverage0.0020Vega