0.07Open0.07Pre Close12 Volume0 Open Interest99.50Strike Price55.00Turnover23.70%IV2.30%PremiumAug 14, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0681Delta0.0871Gamma2162.33Leverage Ratio-0.0432Theta0.0003Rho147.28Eff Leverage0.0084Vega