0.01Open0.01Pre Close53 Volume0 Open Interest94.50Strike Price53.00Turnover17.67%IV2.13%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0264Delta0.0612Gamma9254.00Leverage Ratio-0.0100Theta0.0001Rho244.22Eff Leverage0.0035Vega