0.14Open0.15Pre Close4 Volume47 Open Interest100.00Strike Price55.00Turnover19.77%IV9.05%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0616Delta0.0254Gamma734.56Leverage Ratio-0.0120Theta0.0038Rho45.25Eff Leverage0.0294Vega