0.87Open0.89Pre Close524 Volume34.43K Open Interest22.50Strike Price57.91KTurnover57.40%IV1.19%PremiumJan 17, 2025Expiry Date0.62Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7631Delta0.3035Gamma30.02Leverage Ratio-0.0802Theta0.0010Rho22.91Eff Leverage0.0055Vega