6.05Open5.65Pre Close102 Volume217 Open Interest78.00Strike Price57.78KTurnover155.07%IV7.06%PremiumAug 2, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry5.51Extrinsic Value100Contract SizeAmericanOptions Type0.5383Delta0.0289Gamma14.13Leverage Ratio-0.6205Theta0.0047Rho7.61Eff Leverage0.0352Vega