0.05Open0.06Pre Close10 Volume43 Open Interest170.00Strike Price54.00Turnover56.11%IV8.48%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0199Delta0.0060Gamma3094.67Leverage Ratio-0.0549Theta-0.0002Rho-61.65Eff Leverage0.0070Vega