0.15Open0.22Pre Close1.59K Volume7.27K Open Interest44.00Strike Price54.80KTurnover34.42%IV1.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.3852Delta0.3996Gamma141.42Leverage Ratio-0.1545Theta0.0007Rho54.47Eff Leverage0.0106Vega