58.15Open120.00Pre Close12 Volume22 Open Interest4910.00Strike Price57.52KTurnover30.50%IV0.56%PremiumNov 8, 2024Expiry Date10.87Intrinsic Value100Multiplier1DDays to Expiry27.58Extrinsic Value100Contract SizeAmericanOptions Type0.5615Delta0.0050Gamma132.28Leverage Ratio-16.2950Theta0.0739Rho74.27Eff Leverage1.0100Vega