0.57Open0.25Pre Close1 Volume99 Open Interest745.00Strike Price57.00Turnover774.98%IV10.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.0305Delta0.0015Gamma1451.95Leverage Ratio-77.2581Theta0.0000Rho-44.29Eff Leverage0.0042Vega