0.03Open0.04Pre Close47 Volume4.41K Open Interest26.00Strike Price57.00Turnover42.10%IV7.96%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0866Delta0.1230Gamma482.60Leverage Ratio-0.0168Theta0.0003Rho41.78Eff Leverage0.0048Vega