5.80Open4.90Pre Close121 Volume127 Open Interest58.00Strike Price57.97KTurnover155.88%IV4.88%PremiumAug 2, 2024Expiry Date1.83Intrinsic Value100Multiplier3DDays to Expiry2.92Extrinsic Value100Contract SizeAmericanOptions Type0.6294Delta0.0411Gamma13.15Leverage Ratio-0.5411Theta0.0032Rho8.28Eff Leverage0.0223Vega