0.15Open0.11Pre Close6 Volume152 Open Interest43.50Strike Price55.00Turnover179.56%IV17.04%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0272Delta0.0123Gamma952.45Leverage Ratio-0.0550Theta0.0000Rho-25.93Eff Leverage0.0018Vega