0.05Open0.05Pre Close11 Volume4.50K Open Interest41.00Strike Price55.00Turnover29.08%IV4.49%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0791Delta0.1070Gamma857.50Leverage Ratio-0.0210Theta-0.0004Rho-67.85Eff Leverage0.0070Vega