0.05Open0.04Pre Close10 Volume2.62K Open Interest42.00Strike Price55.00Turnover4010.22%IV5.84%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1016Delta0.0873Gamma445.00Leverage Ratio-374.3149Theta0.0000Rho-45.20Eff Leverage0.0001Vega