0.85Open1.03Pre Close895 Volume145 Open Interest22.50Strike Price57.98KTurnover85.91%IV2.64%PremiumNov 8, 2024Expiry Date0.01Intrinsic Value100Multiplier2DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5130Delta0.2743Gamma38.14Leverage Ratio-0.1647Theta0.0006Rho19.57Eff Leverage0.0067Vega