0.03Open0.04Pre Close47 Volume4.41K Open Interest26.00Strike Price57.00Turnover39.83%IV7.96%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0866Delta0.1232Gamma482.60Leverage Ratio-0.0152Theta0.0004Rho41.81Eff Leverage0.0051Vega