0.07Open0.07Pre Close12 Volume0 Open Interest99.50Strike Price55.00Turnover23.35%IV2.37%PremiumAug 14, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0689Delta0.0890Gamma2160.89Leverage Ratio-0.0431Theta0.0003Rho148.86Eff Leverage0.0085Vega