0.11Open0.21Pre Close4 Volume117 Open Interest8.00Strike Price57.00Turnover54.00%IV0.88%PremiumNov 29, 2024Expiry Date0.08Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6756Delta2.1211Gamma68.87Leverage Ratio-0.0536Theta-0.0001Rho-46.53Eff Leverage0.0011Vega