5.85Open6.37Pre Close107 Volume213 Open Interest362.50Strike Price54.97KTurnover27.84%IV1.08%PremiumAug 2, 2024Expiry Date0.83Intrinsic Value100Multiplier4DDays to Expiry3.92Extrinsic Value100Contract SizeAmericanOptions Type-0.5175Delta0.0369Gamma77.78Leverage Ratio-0.5192Theta-0.0199Rho-40.25Eff Leverage0.1551Vega