0.04Open0.08Pre Close12 Volume352 Open Interest170.00Strike Price54.00Turnover75.84%IV17.34%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0080Delta0.0013Gamma4568.22Leverage Ratio-0.0320Theta-0.0002Rho-36.58Eff Leverage0.0048Vega