0.55Open0.85Pre Close1 Volume33 Open Interest104.00Strike Price55.00Turnover19.65%IV1.97%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3269Delta0.0905Gamma120.61Leverage Ratio-0.0494Theta-0.0115Rho-39.42Eff Leverage0.0735Vega