5.80Open4.90Pre Close121 Volume127 Open Interest58.00Strike Price57.97KTurnover155.88%IV4.76%PremiumAug 2, 2024Expiry Date1.90Intrinsic Value100Multiplier3DDays to Expiry2.85Extrinsic Value100Contract SizeAmericanOptions Type0.6294Delta0.0411Gamma12.88Leverage Ratio-0.5411Theta0.0032Rho8.11Eff Leverage0.0223Vega