0.05Open0.06Pre Close22 Volume348 Open Interest17.00Strike Price54.00Turnover160.80%IV41.54%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0266Delta0.0294Gamma601.25Leverage Ratio-0.0120Theta0.0000Rho15.98Eff Leverage0.0008Vega