0.01Open0.02Pre Close36 Volume911 Open Interest45.00Strike Price53.00Turnover179.48%IV3.45%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0325Delta0.0921Gamma4351.00Leverage Ratio-0.7206Theta0.0000Rho141.52Eff Leverage0.0003Vega