47.41Open47.41Pre Close12 Volume0 Open Interest280.00Strike Price57.20KTurnover234.22%IV0.13%PremiumSep 11, 2024Expiry Date47.38Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.9908Delta0.0014Gamma4.91Leverage Ratio-0.4631Theta-0.0020Rho-4.86Eff Leverage0.0019Vega