1.50Open1.47Pre Close493 Volume489 Open Interest24.00Strike Price57.40KTurnover51.76%IV0.16%PremiumJul 31, 2024Expiry Date1.44Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9507Delta0.1119Gamma17.37Leverage Ratio-0.0212Theta0.0011Rho16.51Eff Leverage0.0018Vega