0.55Open0.50Pre Close100 Volume2 Open Interest33.00Strike Price5.50KTurnover25.44%IV4.19%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3861Delta0.1816Gamma58.55Leverage Ratio-0.0185Theta0.0079Rho22.60Eff Leverage0.0317Vega