0.05Open0.09Pre Close11 Volume376 Open Interest22.00Strike Price55.00Turnover57.49%IV13.72%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0719Delta0.0848Gamma387.80Leverage Ratio-0.0139Theta0.0003Rho27.89Eff Leverage0.0039Vega