0.02Open0.02Pre Close50 Volume259 Open Interest25.50Strike Price53.00Turnover76.31%IV13.62%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0340Delta0.0494Gamma1123.00Leverage Ratio-0.0152Theta0.0001Rho38.18Eff Leverage0.0015Vega