0.10Open0.20Pre Close4 Volume276 Open Interest1.50Strike Price55.00Turnover86.24%IV4.10%PremiumJul 19, 2024Expiry Date0.09Intrinsic Value100Multiplier12DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6668Delta1.4076Gamma10.57Leverage Ratio-0.0038Theta0.0003Rho7.05Eff Leverage0.0011Vega