0.02Open0.02Pre Close21 Volume42 Open Interest22.00Strike Price57.00Turnover45.43%IV8.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0298Delta0.0768Gamma2024.00Leverage Ratio-0.0070Theta0.0001Rho60.32Eff Leverage0.0013Vega