47.41Open47.41Pre Close12 Volume0 Open Interest280.00Strike Price57.20KTurnover214.23%IV0.13%PremiumSep 11, 2024Expiry Date47.38Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9906Delta0.0015Gamma4.91Leverage Ratio-0.3898Theta-0.0023Rho-4.86Eff Leverage0.0021Vega