0.15Open0.27Pre Close6 Volume112 Open Interest220.00Strike Price55.00Turnover44.81%IV9.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0181Delta0.0039Gamma3228.67Leverage Ratio-0.0494Theta-0.0004Rho-58.28Eff Leverage0.0112Vega