0.01Open0.03Pre Close52 Volume405 Open Interest45.00Strike Price52.00Turnover58.02%IV13.38%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0091Delta0.0076Gamma5194.00Leverage Ratio-0.0070Theta0.0000Rho-47.26Eff Leverage0.0014Vega