0.04Open0.25Pre Close11 Volume11 Open Interest1.00Strike Price53.00Turnover278.62%IV7.74%PremiumAug 16, 2024Expiry Date0.06Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.3884Delta0.5649Gamma3.15Leverage Ratio-0.0053Theta-0.0004Rho-1.22Eff Leverage0.0009Vega