4.20Open4.22Pre Close119 Volume141 Open Interest170.00Strike Price57.59KTurnover40.57%IV1.28%PremiumNov 22, 2024Expiry Date2.69Intrinsic Value100Multiplier3DDays to Expiry2.21Extrinsic Value100Contract SizeAmericanOptions Type0.6643Delta0.0530Gamma39.93Leverage Ratio-0.3937Theta0.0107Rho26.52Eff Leverage0.0619Vega