0.10Open0.22Pre Close1.85K Volume632 Open Interest5395.00Strike Price53.25KTurnover18.76%IV1.45%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.50Extrinsic Value100Contract SizeEuropeanOptions Type-0.0238Delta0.0013Gamma10426.78Leverage Ratio-1.9195Theta-0.0022Rho-248.17Eff Leverage0.1251Vega