0.06Open0.15Pre Close8 Volume835 Open Interest21.00Strike Price55.00Turnover212.18%IV40.47%PremiumSep 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeEuropeanOptions Type0.0583Delta0.0386Gamma214.29Leverage Ratio-0.0537Theta0.0001Rho12.49Eff Leverage0.0017Vega