10.55Open6.84Pre Close48 Volume793 Open Interest142.00Strike Price57.15KTurnover60.69%IV1.39%PremiumOct 18, 2024Expiry Date11.65Intrinsic Value100Multiplier3DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type-0.9489Delta0.0152Gamma11.19Leverage Ratio-0.0879Theta-0.0080Rho-10.62Eff Leverage0.0127Vega