0.11Open1.50Pre Close5 Volume6 Open Interest105.00Strike Price55.00Turnover81.89%IV39.96%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0427Delta0.0066Gamma333.78Leverage Ratio-0.0335Theta0.0015Rho14.27Eff Leverage0.0153Vega