0.04Open0.08Pre Close17 Volume29 Open Interest452.50Strike Price53.00Turnover45.98%IV8.06%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0208Delta0.0024Gamma3075.94Leverage Ratio-0.1236Theta-0.0008Rho-63.84Eff Leverage0.0224Vega