0.05Open0.05Pre Close11 Volume327 Open Interest8.00Strike Price55.00Turnover256.20%IV75.76%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0787Delta0.0915Gamma91.60Leverage Ratio-0.0162Theta0.0001Rho7.21Eff Leverage0.0009Vega