5.80Open4.90Pre Close121 Volume127 Open Interest58.00Strike Price57.97KTurnover155.69%IV4.51%PremiumAug 2, 2024Expiry Date2.04Intrinsic Value100Multiplier3DDays to Expiry2.71Extrinsic Value100Contract SizeAmericanOptions Type0.6264Delta0.0413Gamma12.84Leverage Ratio-0.5411Theta0.0031Rho8.04Eff Leverage0.0223Vega