0.67Open1.15Pre Close1.05K Volume828 Open Interest26.50Strike Price57.99KTurnover39.29%IV0.46%PremiumDec 6, 2024Expiry Date0.51Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.6868Delta0.3623Gamma37.40Leverage Ratio-0.0526Theta-0.0015Rho-25.68Eff Leverage0.0089Vega