0.18Open0.25Pre Close3 Volume8.60K Open Interest1.00Strike Price57.00Turnover247.54%IV8.02%PremiumSep 20, 2024Expiry Date0.15Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6581Delta1.4670Gamma4.24Leverage Ratio-0.0091Theta-0.0001Rho-2.79Eff Leverage0.0004Vega