0.03Open0.03Pre Close16 Volume145 Open Interest106.00Strike Price53.00Turnover80.36%IV17.17%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0402Delta0.0109Gamma724.00Leverage Ratio-0.0681Theta0.0004Rho29.09Eff Leverage0.0086Vega