0.05Open0.06Pre Close16 Volume652 Open Interest14.00Strike Price54.00Turnover45.74%IV4.64%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0970Delta0.3183Gamma586.80Leverage Ratio-0.0174Theta-0.0001Rho-56.93Eff Leverage0.0020Vega