0.47Open0.10Pre Close3 Volume31 Open Interest43.50Strike Price57.00Turnover307.30%IV4.30%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0787Delta0.1058Gamma908.00Leverage Ratio-2.7473Theta0.0000Rho-71.49Eff Leverage0.0007Vega