5.80Open4.90Pre Close121 Volume127 Open Interest58.00Strike Price57.97KTurnover155.69%IV4.64%PremiumAug 2, 2024Expiry Date1.97Intrinsic Value100Multiplier3DDays to Expiry2.78Extrinsic Value100Contract SizeAmericanOptions Type0.6264Delta0.0413Gamma12.90Leverage Ratio-0.5411Theta0.0031Rho8.08Eff Leverage0.0223Vega