0.01Open0.01Pre Close57 Volume97 Open Interest3.50Strike Price57.00Turnover255.94%IV61.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0466Delta0.1711Gamma218.00Leverage Ratio-0.0061Theta0.0000Rho10.16Eff Leverage0.0002Vega