2.73Open3.33Pre Close359 Volume370 Open Interest50.00Strike Price57.06KTurnover79.54%IV0.75%PremiumDec 13, 2024Expiry Date0.69Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6986Delta0.2532Gamma52.80Leverage Ratio-0.5789Theta0.0004Rho36.89Eff Leverage0.0060Vega