0.54Open3.59Pre Close1 Volume4 Open Interest555.00Strike Price54.00Turnover29.14%IV2.08%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.1645Delta0.0231Gamma588.34Leverage Ratio-0.7559Theta0.0040Rho96.79Eff Leverage0.0910Vega
JonSnow : Statistical proof?