0.55Open0.88Pre Close1 Volume5 Open Interest75.50Strike Price55.00Turnover26.28%IV1.63%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3562Delta0.1811Gamma150.87Leverage Ratio-0.1022Theta-0.0027Rho-53.74Eff Leverage0.0292Vega