0.03Open0.07Pre Close16 Volume537 Open Interest28.50Strike Price54.00Turnover78.57%IV6.97%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0874Delta0.1256Gamma533.80Leverage Ratio-0.0495Theta0.0001Rho46.66Eff Leverage0.0026Vega