0.03Open0.03Pre Close26 Volume149 Open Interest32.00Strike Price53.00Turnover53.09%IV8.13%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0315Delta0.0442Gamma1740.50Leverage Ratio-0.0155Theta-0.0001Rho-54.79Eff Leverage0.0021Vega