1.47Open0.56Pre Close509 Volume417 Open Interest76.00Strike Price57.15KTurnover46.13%IV0.89%PremiumNov 8, 2024Expiry Date0.61Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.6046Delta0.1522Gamma56.75Leverage Ratio-0.3109Theta0.0023Rho34.31Eff Leverage0.0211Vega