0.07Open0.07Pre Close8 Volume698 Open Interest28.50Strike Price53.00Turnover46.42%IV8.27%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0814Delta0.1092Gamma586.00Leverage Ratio-0.0212Theta0.0003Rho47.69Eff Leverage0.0045Vega