0.57Open0.35Pre Close1 Volume12 Open Interest34.00Strike Price57.00Turnover24.33%IV2.17%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.4367Delta0.2321Gamma59.95Leverage Ratio-0.0203Theta-0.0057Rho-26.18Eff Leverage0.0276Vega