0.35Open0.29Pre Close1.51K Volume880 Open Interest22.00Strike Price57.60KTurnover221.82%IV5.45%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3147Delta0.1585Gamma47.81Leverage Ratio-0.5738Theta-0.0001Rho-15.04Eff Leverage0.0036Vega