0.01Open0.02Pre Close55 Volume165 Open Interest63.00Strike Price55.00Turnover53.20%IV10.84%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0086Delta0.0068Gamma7065.00Leverage Ratio-0.0084Theta0.0000Rho-60.53Eff Leverage0.0015Vega