0.03Open0.03Pre Close21 Volume754 Open Interest19.50Strike Price57.00Turnover18.33%IV2.21%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1300Delta0.5563Gamma796.40Leverage Ratio-0.0096Theta-0.0003Rho-103.57Eff Leverage0.0044Vega