0.06Open0.22Pre Close26 Volume6 Open Interest35.50Strike Price58.00Turnover116.68%IV1.17%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0766Delta0.4967Gamma3591.00Leverage Ratio-1.1607Theta0.0000Rho-275.12Eff Leverage0.0004Vega