0.01Open0.03Pre Close54 Volume476 Open Interest9.50Strike Price54.00Turnover88.69%IV17.91%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0223Delta0.0457Gamma1156.00Leverage Ratio-0.0055Theta0.0000Rho-25.79Eff Leverage0.0007Vega