0.57Open1.83Pre Close1 Volume166 Open Interest45.00Strike Price57.00Turnover32.79%IV0.56%PremiumSep 20, 2024Expiry Date0.32Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5726Delta0.2953Gamma61.63Leverage Ratio-0.0917Theta-0.0020Rho-35.29Eff Leverage0.0159Vega