0.05Open0.05Pre Close11 Volume107 Open Interest5.50Strike Price53.00Turnover137.45%IV20.78%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0623Delta0.1173Gamma230.17Leverage Ratio-0.0132Theta-0.0001Rho-14.34Eff Leverage0.0009Vega