0.87Open0.89Pre Close847 Volume672 Open Interest11.00Strike Price58.09KTurnover62.17%IV1.22%PremiumAug 9, 2024Expiry Date0.48Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7406Delta0.3966Gamma18.52Leverage Ratio-0.0298Theta0.0010Rho13.71Eff Leverage0.0043Vega