0.57Open0.47Pre Close1 Volume260 Open Interest115.00Strike Price57.00Turnover112.58%IV34.70%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.0582Delta0.0022Gamma118.81Leverage Ratio-0.1158Theta-0.0075Rho-6.92Eff Leverage0.0542Vega