0.05Open0.05Pre Close11 Volume66 Open Interest80.00Strike Price55.00Turnover85.72%IV21.11%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0126Delta0.0030Gamma2027.00Leverage Ratio-0.0255Theta-0.0002Rho-25.54Eff Leverage0.0042Vega