0.05Open0.12Pre Close6 Volume2.94K Open Interest32.50Strike Price55.00Turnover37.73%IV10.94%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0731Delta0.0468Gamma363.80Leverage Ratio-0.0116Theta-0.0012Rho-26.61Eff Leverage0.0109Vega