57.17Open57.17Pre Close0 Volume2 Open Interest480.00Strike Price0.00Turnover32.80%IV0.41%PremiumOct 18, 2024Expiry Date55.00Intrinsic Value100Multiplier12DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type0.9680Delta0.0022Gamma9.52Leverage Ratio-0.1506Theta0.1568Rho9.21Eff Leverage0.0708Vega