2.65Open2.50Pre Close156 Volume325 Open Interest28.00Strike Price57.66KTurnover94.29%IV9.47%PremiumDec 20, 2024Expiry Date1.14Intrinsic Value100Multiplier20DDays to Expiry2.76Extrinsic Value100Contract SizeAmericanOptions Type0.6187Delta0.0594Gamma9.25Leverage Ratio-0.0640Theta0.0081Rho5.72Eff Leverage0.0259Vega