2.60Open2.95Pre Close837 Volume210 Open Interest600.00Strike Price57.89KTurnover12.98%IV0.21%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeEuropeanOptions Type0.3053Delta0.2353Gamma2139.29Leverage Ratio-1.9718Theta0.0007Rho653.21Eff Leverage0.0402Vega