0.19Open0.45Pre Close3 Volume390 Open Interest30.00Strike Price58.00Turnover36.90%IV4.50%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3026Delta0.1857Gamma82.57Leverage Ratio-0.0305Theta0.0026Rho24.99Eff Leverage0.0178Vega