0.05Open0.05Pre Close11 Volume4.50K Open Interest41.00Strike Price55.00Turnover26.64%IV3.78%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0885Delta0.1328Gamma851.20Leverage Ratio-0.0216Theta-0.0004Rho-75.34Eff Leverage0.0073Vega