2.60Open2.95Pre Close828 Volume210 Open Interest600.00Strike Price57.55KTurnover13.58%IV0.17%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeEuropeanOptions Type0.2919Delta0.2169Gamma1619.68Leverage Ratio-1.9877Theta0.0007Rho472.76Eff Leverage0.0400Vega