0.60Open0.70Pre Close870 Volume1.31K Open Interest44.00Strike Price57.67KTurnover17.36%IV2.38%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4681Delta0.1990Gamma62.37Leverage Ratio-0.0182Theta0.0137Rho29.19Eff Leverage0.0458Vega