0.03Open0.03Pre Close22 Volume238 Open Interest135.00Strike Price53.00Turnover35.42%IV7.34%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0307Delta0.0148Gamma2286.91Leverage Ratio-0.0336Theta0.0004Rho70.21Eff Leverage0.0091Vega