0.01Open0.01Pre Close55 Volume152 Open Interest8.50Strike Price55.00Turnover101.19%IV19.75%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0434Gamma1058.00Leverage Ratio-0.0057Theta0.0000Rho-22.95Eff Leverage0.0006Vega