0.15Open0.11Pre Close6 Volume152 Open Interest43.50Strike Price55.00Turnover182.50%IV16.95%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0267Delta0.0119Gamma951.45Leverage Ratio-0.0550Theta0.0000Rho-25.43Eff Leverage0.0018Vega