0.07Open0.24Pre Close6 Volume40 Open Interest58.00Strike Price57.00Turnover43.48%IV7.71%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0471Delta0.0325Gamma1046.00Leverage Ratio-0.0293Theta-0.0003Rho-49.25Eff Leverage0.0068Vega