0.20Open1.50Pre Close2 Volume8 Open Interest690.00Strike Price57.00Turnover36.62%IV11.43%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0317Delta0.0020Gamma1457.79Leverage Ratio-0.1347Theta0.0046Rho46.26Eff Leverage0.0681Vega