2.40Open1.81Pre Close92 Volume173 Open Interest370.00Strike Price57.51KTurnover41.85%IV1.11%PremiumSep 20, 2024Expiry Date1.86Intrinsic Value100Multiplier2DDays to Expiry4.14Extrinsic Value100Contract SizeAmericanOptions Type0.5698Delta0.0316Gamma58.10Leverage Ratio-1.2166Theta0.0132Rho33.11Eff Leverage0.1168Vega