3.10Open3.40Pre Close260 Volume958 Open Interest46.00Strike Price53.93KTurnover41.46%IV0.37%PremiumAug 2, 2024Expiry Date2.33Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.9037Delta0.0859Gamma19.65Leverage Ratio-0.0507Theta0.0040Rho17.75Eff Leverage0.0082Vega