0.57Open0.50Pre Close1 Volume7 Open Interest1.50Strike Price57.00Turnover195.65%IV2.11%PremiumNov 15, 2024Expiry Date0.55Intrinsic Value100Multiplier22DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7566Delta0.6853Gamma1.58Leverage Ratio-0.0031Theta-0.0007Rho-1.20Eff Leverage0.0007Vega