0.13Open0.38Pre Close4 Volume516 Open Interest29.00Strike Price54.00Turnover48.64%IV6.12%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1396Delta0.1627Gamma288.74Leverage Ratio-0.0391Theta0.0004Rho40.31Eff Leverage0.0062Vega