5.70Open6.00Pre Close100 Volume59 Open Interest87.00Strike Price57.25KTurnover91.54%IV0.32%PremiumNov 1, 2024Expiry Date5.45Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9317Delta0.0344Gamma16.58Leverage Ratio-0.3365Theta0.0017Rho15.45Eff Leverage0.0055Vega