0.11Open0.21Pre Close5.25K Volume2.23K Open Interest27.00Strike Price53.87KTurnover30.32%IV1.97%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2669Delta0.5028Gamma253.19Leverage Ratio-0.0485Theta0.0005Rho67.57Eff Leverage0.0071Vega