10.55Open6.84Pre Close48 Volume793 Open Interest142.00Strike Price57.15KTurnover63.43%IV0.86%PremiumOct 18, 2024Expiry Date12.34Intrinsic Value100Multiplier3DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type-0.9463Delta0.0150Gamma10.63Leverage Ratio-0.0969Theta-0.0082Rho-10.06Eff Leverage0.0132Vega