0.09Open0.38Pre Close5 Volume39 Open Interest146.50Strike Price57.00Turnover32.09%IV1.01%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1613Delta0.1741Gamma1232.25Leverage Ratio-0.5338Theta-0.0002Rho-198.75Eff Leverage0.0107Vega