0.58Open0.70Pre Close1 Volume13 Open Interest51.00Strike Price58.00Turnover15.88%IV0.76%PremiumJul 19, 2024Expiry Date0.19Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5966Delta0.4294Gamma113.76Leverage Ratio-0.0455Theta0.0037Rho67.87Eff Leverage0.0220Vega