0.01Open0.01Pre Close58 Volume586 Open Interest451.00Strike Price58.00Turnover36.38%IV3.25%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0053Delta0.0026Gamma46613.80Leverage Ratio-0.0875Theta0.0000Rho-247.00Eff Leverage0.0025Vega