4.20Open4.22Pre Close119 Volume141 Open Interest170.00Strike Price57.59KTurnover40.83%IV1.28%PremiumNov 22, 2024Expiry Date2.69Intrinsic Value100Multiplier3DDays to Expiry2.21Extrinsic Value100Contract SizeAmericanOptions Type0.6642Delta0.0529Gamma39.93Leverage Ratio-0.3989Theta0.0105Rho26.52Eff Leverage0.0615Vega