0.57Open0.60Pre Close1 Volume719 Open Interest3.50Strike Price57.00Turnover256.78%IV2.63%PremiumDec 6, 2024Expiry Date0.49Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7972Delta0.6148Gamma6.02Leverage Ratio-0.0465Theta-0.0001Rho-4.80Eff Leverage0.0005Vega