0.87Open0.89Pre Close524 Volume34.43K Open Interest22.50Strike Price57.91KTurnover54.45%IV1.21%PremiumJan 17, 2025Expiry Date0.61Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7464Delta0.3324Gamma29.82Leverage Ratio-0.0794Theta0.0010Rho22.26Eff Leverage0.0057Vega