0.03Open0.11Pre Close17 Volume343 Open Interest525.00Strike Price57.00Turnover934.16%IV9.24%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0097Delta0.0011Gamma7229.25Leverage Ratio-38.2236Theta0.0000Rho-70.00Eff Leverage0.0007Vega