0.18Open0.15Pre Close4 Volume30 Open Interest555.00Strike Price54.00Turnover41.12%IV11.34%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0110Delta0.0013Gamma9063.64Leverage Ratio-0.0561Theta0.0007Rho99.88Eff Leverage0.0161Vega