0.05Open0.05Pre Close11 Volume533 Open Interest12.50Strike Price55.00Turnover78.77%IV14.32%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0700Delta0.0869Gamma290.60Leverage Ratio-0.0148Theta-0.0002Rho-20.36Eff Leverage0.0026Vega