0.01Open0.01Pre Close57 Volume0 Open Interest28.50Strike Price57.00Turnover53.57%IV11.77%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0147Delta0.0197Gamma3229.00Leverage Ratio-0.0063Theta-0.0001Rho-47.46Eff Leverage0.0013Vega