3.10Open3.40Pre Close260 Volume958 Open Interest46.00Strike Price53.93KTurnover41.46%IV0.32%PremiumAug 2, 2024Expiry Date2.36Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9037Delta0.0859Gamma19.70Leverage Ratio-0.0507Theta0.0040Rho17.80Eff Leverage0.0082Vega