58.15Open120.00Pre Close12 Volume22 Open Interest4910.00Strike Price57.52KTurnover32.69%IV0.56%PremiumNov 8, 2024Expiry Date10.87Intrinsic Value100Multiplier1DDays to Expiry27.58Extrinsic Value100Contract SizeAmericanOptions Type0.5610Delta0.0050Gamma132.28Leverage Ratio-18.6526Theta0.0644Rho74.21Eff Leverage0.9437Vega