0.01Open0.01Pre Close55 Volume645 Open Interest32.00Strike Price55.00Turnover57.15%IV9.33%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0167Delta0.0253Gamma3528.00Leverage Ratio-0.0089Theta0.0000Rho-58.89Eff Leverage0.0012Vega