0.57Open0.60Pre Close1 Volume719 Open Interest3.50Strike Price57.00Turnover237.06%IV3.93%PremiumDec 6, 2024Expiry Date0.45Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8170Delta0.6273Gamma5.60Leverage Ratio-0.0382Theta-0.0001Rho-4.57Eff Leverage0.0005Vega