0.55Open0.50Pre Close977 Volume1.31K Open Interest3.00Strike Price57.32KTurnover214.09%IV14.81%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier16DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4993Delta0.3235Gamma4.00Leverage Ratio-0.0148Theta-0.0008Rho-2.00Eff Leverage0.0023Vega