5.85Open6.37Pre Close107 Volume213 Open Interest362.50Strike Price54.97KTurnover27.45%IV1.08%PremiumAug 2, 2024Expiry Date0.83Intrinsic Value100Multiplier4DDays to Expiry3.92Extrinsic Value100Contract SizeAmericanOptions Type-0.5173Delta0.0369Gamma77.78Leverage Ratio-0.5028Theta-0.0205Rho-40.24Eff Leverage0.1574Vega