19.15Open20.35Pre Close30 Volume349 Open Interest60.00Strike Price57.38KTurnover264.32%IV0.15%PremiumOct 18, 2024Expiry Date21.83Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9518Delta0.0062Gamma3.72Leverage Ratio-0.3066Theta0.0031Rho3.54Eff Leverage0.0061Vega