0.10Open0.05Pre Close13 Volume165 Open Interest150.00Strike Price53.00Turnover39.28%IV18.73%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0125Delta0.0034Gamma3159.25Leverage Ratio-0.0109Theta0.0006Rho39.59Eff Leverage0.0078Vega