53.83Open48.30Pre Close10 Volume2.32K Open Interest110.00Strike Price53.09KTurnover541.75%IV0.92%PremiumJul 19, 2024Expiry Date53.50Intrinsic Value100Multiplier0DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.9741Delta0.0017Gamma3.05Leverage Ratio-1.7547Theta0.0016Rho2.97Eff Leverage0.0038Vega