0.51Open0.31Pre Close1.12K Volume5.71K Open Interest11.00Strike Price57.34KTurnover40.42%IV0.28%PremiumOct 4, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8295Delta0.5858Gamma22.23Leverage Ratio-0.0132Theta-0.0008Rho-18.44Eff Leverage0.0028Vega