0.05Open0.15Pre Close11 Volume86 Open Interest17.50Strike Price53.00Turnover138.57%IV1.30%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.2097Delta1.1454Gamma590.00Leverage Ratio-0.9517Theta0.0000Rho-123.70Eff Leverage0.0005Vega