5.70Open6.00Pre Close100 Volume59 Open Interest87.00Strike Price57.25KTurnover86.70%IV0.32%PremiumNov 1, 2024Expiry Date5.45Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9320Delta0.0343Gamma16.58Leverage Ratio-0.3022Theta0.0018Rho15.45Eff Leverage0.0058Vega