5.70Open2.60Pre Close105 Volume161 Open Interest172.50Strike Price57.04KTurnover42.72%IV1.31%PremiumDec 6, 2024Expiry Date2.21Intrinsic Value100Multiplier4DDays to Expiry2.28Extrinsic Value100Contract SizeAmericanOptions Type0.6212Delta0.0469Gamma38.91Leverage Ratio-0.3923Theta0.0123Rho24.17Eff Leverage0.0722Vega