0.57Open0.60Pre Close1 Volume719 Open Interest3.50Strike Price57.00Turnover226.16%IV4.19%PremiumDec 6, 2024Expiry Date0.44Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.8452Delta0.5963Gamma7.28Leverage Ratio-0.0297Theta-0.0001Rho-6.16Eff Leverage0.0004Vega