0.05Open0.07Pre Close11 Volume54 Open Interest43.00Strike Price55.00Turnover23.94%IV5.00%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0819Delta0.1113Gamma820.00Leverage Ratio-0.0145Theta0.0006Rho67.16Eff Leverage0.0086Vega