0.09Open0.38Pre Close5 Volume39 Open Interest146.50Strike Price57.00Turnover30.80%IV1.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1520Delta0.1556Gamma4929.33Leverage Ratio-0.4391Theta-0.0002Rho-749.40Eff Leverage0.0115Vega