0.20Open0.18Pre Close2.87K Volume2.14K Open Interest38.00Strike Price54.64KTurnover42.43%IV3.81%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.2168Delta0.1926Gamma209.94Leverage Ratio-0.0664Theta0.0007Rho45.51Eff Leverage0.0105Vega