4.90Open4.60Pre Close107 Volume661 Open Interest24.00Strike Price57.66KTurnover9112.22%IV0.16%PremiumDec 27, 2024Expiry Date5.56Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9767Delta0.0232Gamma3.31Leverage Ratio-82.1833Theta0.0000Rho-3.23Eff Leverage0.0000Vega