5.80Open4.90Pre Close121 Volume127 Open Interest58.00Strike Price57.97KTurnover155.88%IV4.78%PremiumAug 2, 2024Expiry Date1.89Intrinsic Value100Multiplier3DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.6294Delta0.0411Gamma12.95Leverage Ratio-0.5411Theta0.0032Rho8.15Eff Leverage0.0223Vega