5.36Open4.30Pre Close103 Volume343 Open Interest80.00Strike Price57.55KTurnover159.14%IV3.10%PremiumDec 6, 2024Expiry Date3.15Intrinsic Value100Multiplier2DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type0.6372Delta0.0378Gamma14.72Leverage Ratio-1.0350Theta0.0027Rho9.38Eff Leverage0.0234Vega