0.15Open0.21Pre Close5 Volume75 Open Interest765.00Strike Price57.00Turnover131.27%IV17.60%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0070Delta0.0003Gamma5304.29Leverage Ratio-0.1750Theta-0.0002Rho-37.26Eff Leverage0.0111Vega