0.07Open0.06Pre Close8 Volume1.14K Open Interest59.00Strike Price57.00Turnover34.03%IV4.23%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0766Delta0.0890Gamma1030.09Leverage Ratio-0.0389Theta0.0003Rho78.90Eff Leverage0.0068Vega