0.03Open0.03Pre Close14 Volume302 Open Interest282.50Strike Price52.00Turnover25.22%IV4.93%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0199Delta0.0078Gamma5983.33Leverage Ratio-0.0355Theta0.0004Rho119.22Eff Leverage0.0119Vega