0.37Open0.40Pre Close975 Volume2.06K Open Interest37.50Strike Price54.54KTurnover58.04%IV0.67%PremiumJul 19, 2024Expiry Date0.25Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5879Delta0.3750Gamma67.73Leverage Ratio-0.2428Theta-0.0005Rho-39.81Eff Leverage0.0070Vega