2.60Open2.70Pre Close192 Volume345 Open Interest192.50Strike Price57.66KTurnover22.73%IV0.62%PremiumAug 2, 2024Expiry Date1.69Intrinsic Value100Multiplier4DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type-0.5994Delta0.0813Gamma68.27Leverage Ratio-0.2053Theta-0.0123Rho-40.92Eff Leverage0.0814Vega