0.03Open0.10Pre Close14 Volume233 Open Interest6.00Strike Price55.00Turnover159.99%IV8.18%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1672Delta0.4629Gamma129.60Leverage Ratio-0.0682Theta0.0000Rho-21.67Eff Leverage0.0008Vega