0.03Open0.03Pre Close21 Volume754 Open Interest19.50Strike Price57.00Turnover18.51%IV2.21%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1301Delta0.5566Gamma796.40Leverage Ratio-0.0098Theta-0.0003Rho-103.60Eff Leverage0.0043Vega