0.03Open0.04Pre Close13 Volume280 Open Interest58.00Strike Price53.00Turnover60.32%IV9.03%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0283Delta0.0205Gamma1820.43Leverage Ratio-0.0293Theta-0.0001Rho-51.52Eff Leverage0.0034Vega