0.20Open0.07Pre Close2.40K Volume1.66K Open Interest18.00Strike Price57.69KTurnover64.61%IV6.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.3038Delta0.2601Gamma68.92Leverage Ratio-0.0462Theta0.0007Rho20.94Eff Leverage0.0073Vega